+3,174.0%
VRTX vs CF
+5,277.9%
-2,103.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -2.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | +8.0% | +2.2% | +5.8% | +7.4% |
| 3M | +11.9% | +2.1% | +9.8% | +11.0% |
| 6M | +27.8% | -6.5% | +34.4% | +28.4% |
| YTD | +19.7% | +55.6% | -35.9% | +6.9% |
| 1Y | +30.1% | +42.3% | -12.2% | +18.2% |
| 3Y | +44.2% | +55.7% | -11.5% | +26.3% |
| 5Y | +181.3% | +122.4% | +58.9% | +118.9% |
| 10Y | +587.1% | +568.5% | +18.5% | +288.9% |
| All | +3,174.0% | +5,277.9% | -2,103.9% | +663.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling