+493.1%
VRTX vs CAPR
-64.9%
+558.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.8% | +0.5% |
| 7D | -0.4% | +36.0% | -36.5% | -0.9% |
| 30D | +8.0% | +25.8% | -17.8% | +7.5% |
| 3M | +11.0% | +140.8% | -129.8% | +9.1% |
| 6M | +28.2% | -67.6% | +95.7% | +28.9% |
| YTD | +21.5% | -65.9% | +87.4% | +21.9% |
| 1Y | +34.5% | +66.1% | -31.6% | +27.5% |
| 3Y | +49.5% | +256.9% | -207.4% | +39.0% |
| 5Y | +188.3% | +172.1% | +16.2% | +167.7% |
| 10Y | +493.1% | -64.7% | +557.8% | +426.2% |
| All | +493.1% | -64.9% | +558.0% | +426.2% |
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