+493.1%
VRTX vs CASY
+551.3%
-58.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -0.4% | +3.6% | -4.0% | -1.2% |
| 30D | +8.0% | +7.2% | +0.8% | +6.3% |
| 3M | +11.0% | -16.9% | +28.0% | +15.2% |
| 6M | +28.2% | -19.3% | +47.5% | +32.8% |
| YTD | +21.5% | +25.6% | -4.1% | +12.2% |
| 1Y | +34.5% | +30.2% | +4.4% | +22.8% |
| 3Y | +49.5% | +154.9% | -105.4% | +11.5% |
| 5Y | +188.3% | +252.1% | -63.8% | +92.9% |
| 10Y | +493.1% | +535.8% | -42.7% | +216.8% |
| All | +493.1% | +551.3% | -58.2% | +216.8% |
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