+184.1%
VRTX vs CFG
+101.4%
+82.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | +0.8% | +1.5% | -0.7% | +0.6% |
| 30D | +12.6% | -3.8% | +16.5% | +13.3% |
| 3M | +23.6% | +11.5% | +12.1% | +21.4% |
| 6M | +14.3% | +19.2% | -4.9% | +11.0% |
| YTD | +20.5% | +23.7% | -3.2% | +16.2% |
| 1Y | +37.6% | +38.8% | -1.3% | +30.3% |
| 3Y | +55.5% | +178.9% | -123.4% | +30.5% |
| All | +184.1% | +101.4% | +82.8% | +148.5% |
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