+188.2%
VRTX vs CFG
+61.7%
+126.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | -1.6% | +3.2% | -4.7% | -2.0% |
| 30D | +8.0% | +5.1% | +2.9% | +7.2% |
| 3M | +4.3% | -11.2% | +15.5% | +6.1% |
| 6M | +18.9% | +9.6% | +9.3% | +17.0% |
| YTD | +18.8% | +15.0% | +3.8% | +15.8% |
| 1Y | +24.0% | +29.9% | -5.9% | +18.6% |
| 3Y | +42.1% | +192.1% | -150.0% | +18.2% |
| All | +188.2% | +61.7% | +126.5% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling