+474.5%
VRTX vs CASY
+539.5%
-64.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | +3.2% | +5.0% | -1.7% | +2.1% |
| 30D | +7.4% | +8.2% | -0.8% | +5.5% |
| 3M | +4.6% | -18.2% | +22.8% | +8.8% |
| 6M | +27.5% | -18.6% | +46.1% | +31.8% |
| YTD | +20.9% | +26.8% | -5.9% | +11.3% |
| 1Y | +30.1% | +31.6% | -1.5% | +18.4% |
| 3Y | +46.6% | +156.5% | -109.9% | +9.2% |
| 5Y | +191.6% | +258.6% | -67.1% | +94.0% |
| 10Y | +474.5% | +550.3% | -75.7% | +200.8% |
| All | +474.5% | +539.5% | -64.9% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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