+493.1%
VRTX vs CDW
+325.6%
+167.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.2% | -0.5% |
| 7D | -0.4% | +9.3% | -9.7% | -2.7% |
| 30D | +8.0% | +15.8% | -7.8% | +3.7% |
| 3M | +11.0% | +21.8% | -10.7% | +4.7% |
| 6M | +28.2% | +58.8% | -30.6% | +10.7% |
| YTD | +21.5% | +22.8% | -1.3% | +11.1% |
| 1Y | +34.5% | +17.9% | +16.6% | +24.4% |
| 3Y | +49.5% | -17.4% | +66.9% | +50.6% |
| 5Y | +188.3% | -5.7% | +194.0% | +170.3% |
| 10Y | +493.1% | +319.5% | +173.6% | +242.4% |
| All | +493.1% | +325.6% | +167.5% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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