+41.8%
VRTX vs CASY
+154.1%
-112.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | +8.2% | +8.7% | -0.5% | +7.4% |
| 3M | +13.0% | -17.3% | +30.3% | +14.6% |
| 6M | +27.9% | -19.7% | +47.7% | +30.4% |
| YTD | +20.7% | +24.8% | -4.2% | +15.3% |
| 1Y | +31.4% | +31.9% | -0.5% | +24.3% |
| 3Y | +41.8% | +155.4% | -113.6% | +18.7% |
| All | +41.8% | +154.1% | -112.2% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling