+443.5%
VRTX vs CAPR
-77.1%
+520.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.5% | -3.1% |
| 7D | -3.4% | -9.5% | +6.1% | -3.3% |
| 30D | +6.6% | +121.5% | -114.9% | +5.0% |
| 3M | +19.4% | -65.4% | +84.8% | +20.1% |
| 6M | +15.8% | -67.5% | +83.3% | +16.6% |
| YTD | +16.7% | -68.6% | +85.3% | +17.4% |
| 1Y | +33.8% | +42.7% | -8.9% | +27.1% |
| 3Y | +54.2% | +43.4% | +10.8% | +44.7% |
| 5Y | +176.4% | +86.0% | +90.3% | +157.5% |
| 10Y | +443.5% | -77.4% | +520.9% | +406.3% |
| All | +443.5% | -77.1% | +520.6% | +406.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling