+43.2%
VRTX vs CFG
+189.7%
-146.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | 0.0% | +1.6% | -1.6% | -0.2% |
| 30D | +11.8% | +3.3% | +8.5% | +11.2% |
| 3M | +3.2% | -11.5% | +14.8% | +5.1% |
| 6M | +21.0% | +6.2% | +14.8% | +19.6% |
| YTD | +19.7% | +14.3% | +5.4% | +16.6% |
| 1Y | +25.0% | +26.7% | -1.8% | +19.9% |
| All | +43.2% | +189.7% | -146.5% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 3y: compounded portfolio wealth divided by compounded CFG 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…
3y analysis · Full analysis span regression · 6 months rolling