+573.8%
VRTX vs CDW
+1,037.5%
-463.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | 0.0% | +9.1% | -9.1% | -2.5% |
| 30D | +11.8% | +13.7% | -1.9% | +7.4% |
| 3M | +3.2% | +27.0% | -23.8% | -4.8% |
| 6M | +21.0% | +75.9% | -54.8% | -0.7% |
| YTD | +19.7% | +28.9% | -9.2% | +6.3% |
| 1Y | +25.0% | +19.6% | +5.4% | +13.8% |
| 3Y | +45.2% | -14.6% | +59.8% | +44.5% |
| 5Y | +189.7% | -3.2% | +192.9% | +167.1% |
| 10Y | +489.8% | +321.3% | +168.5% | +163.6% |
| All | +573.8% | +1,037.5% | -463.7% | +118.8% |
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