+37.6%
VRTX vs CAPR
+48.7%
-11.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | +0.8% | -2.0% | +2.8% | +0.8% |
| 30D | +12.6% | +139.2% | -126.5% | +10.6% |
| 3M | +23.6% | -66.4% | +90.0% | +24.7% |
| 6M | +14.3% | -63.1% | +77.4% | +15.0% |
| YTD | +20.5% | -67.4% | +87.9% | +21.4% |
| 1Y | +37.6% | +58.2% | -20.7% | +28.3% |
| All | +37.6% | +48.7% | -11.1% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling