+578.2%
VRTX vs CDW
+903.1%
-324.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | +0.8% | +3.2% | -2.4% | -0.1% |
| 30D | +12.6% | +9.3% | +3.4% | +9.4% |
| 3M | +23.6% | +9.8% | +13.8% | +18.9% |
| 6M | +14.3% | +23.3% | -9.1% | +3.8% |
| YTD | +20.5% | +13.7% | +6.8% | +11.9% |
| 1Y | +37.6% | -6.5% | +44.1% | +35.9% |
| 3Y | +55.5% | -25.2% | +80.8% | +62.1% |
| 5Y | +175.7% | -19.5% | +195.2% | +171.5% |
| 10Y | +474.2% | +285.8% | +188.4% | +163.1% |
| All | +578.2% | +903.1% | -324.9% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling