+37.6%
VRTX vs CG
-24.3%
+61.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | +0.8% | -4.3% | +5.1% | +1.4% |
| 30D | +12.6% | -5.1% | +17.7% | +13.5% |
| 3M | +23.6% | +8.7% | +15.0% | +21.9% |
| 6M | +14.3% | -9.2% | +23.5% | +15.3% |
| YTD | +20.5% | -18.9% | +39.3% | +22.5% |
| 1Y | +37.6% | -25.6% | +63.2% | +38.5% |
| All | +37.6% | -24.3% | +61.9% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling