+557.4%
VRTX vs CAPR
-68.5%
+625.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.8% | +0.8% |
| 7D | -2.1% | +41.1% | -43.2% | -2.7% |
| 30D | +8.2% | +11.1% | -2.9% | +7.9% |
| 3M | +13.0% | +115.3% | -102.3% | +11.3% |
| 6M | +27.9% | -73.8% | +101.8% | +29.1% |
| YTD | +20.7% | -68.8% | +89.5% | +21.3% |
| 1Y | +31.4% | +43.3% | -11.9% | +24.9% |
| 3Y | +41.8% | +214.7% | -172.9% | +32.3% |
| 5Y | +183.7% | +141.3% | +42.4% | +164.1% |
| All | +557.4% | -68.5% | +625.9% | +483.9% |
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