+384.6%
VRTX vs CFG
+358.5%
+26.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | 0.0% | +1.6% | -1.6% | -0.3% |
| 30D | +11.8% | +3.3% | +8.5% | +11.1% |
| 3M | +3.2% | -11.5% | +14.8% | +5.7% |
| 6M | +21.0% | +6.2% | +14.8% | +19.2% |
| YTD | +19.7% | +14.3% | +5.4% | +15.8% |
| 1Y | +25.0% | +26.7% | -1.8% | +18.3% |
| 3Y | +45.2% | +187.8% | -142.5% | +12.7% |
| 5Y | +189.7% | +61.3% | +128.4% | +149.5% |
| 10Y | +489.8% | +217.2% | +272.6% | +253.9% |
| All | +384.6% | +358.5% | +26.1% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling