+37.6%
VRTX vs CF
+62.4%
-24.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -2.4% |
| 7D | +0.8% | +6.0% | -5.2% | +1.4% |
| 30D | +12.6% | +14.8% | -2.2% | +14.2% |
| 3M | +23.6% | +14.1% | +9.6% | +25.3% |
| 6M | +14.3% | +28.5% | -14.3% | +18.7% |
| YTD | +20.5% | +74.9% | -54.5% | +28.3% |
| 1Y | +37.6% | +61.7% | -24.1% | +47.2% |
| All | +37.6% | +62.4% | -24.8% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling