+1,635.4%
VRTX vs CAPR
-99.1%
+1,734.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| 3M | +23.6% | -66.4% | +90.0% | +24.3% |
| 6M | +14.3% | -63.1% | +77.4% | +14.7% |
| YTD | +20.5% | -67.4% | +87.9% | +21.0% |
| 1Y | +37.6% | +58.2% | -20.7% | +31.4% |
| 3Y | +55.5% | +42.2% | +13.3% | +47.0% |
| 5Y | +175.7% | +87.3% | +88.5% | +158.6% |
| 10Y | +474.2% | -75.3% | +549.5% | +425.7% |
| All | +1,635.4% | -99.1% | +1,734.4% | +1,423.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling