+42.1%
VRTX vs CAPR
+239.1%
-197.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.2% | -0.6% |
| 7D | -1.6% | +5.9% | -7.4% | -1.8% |
| 30D | +8.0% | +44.6% | -36.6% | +7.0% |
| 3M | +4.3% | +126.4% | -122.1% | +2.0% |
| 6M | +18.9% | -68.6% | +87.5% | +19.9% |
| YTD | +18.8% | -67.0% | +85.8% | +19.4% |
| 1Y | +24.0% | +65.2% | -41.2% | +14.9% |
| 3Y | +42.1% | +235.6% | -193.4% | +33.7% |
| All | +42.1% | +239.1% | -197.0% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling