+474.5%
VRTX vs CG
+308.6%
+165.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +3.2% | +2.0% | +1.3% | +2.7% |
| 30D | +7.4% | +8.5% | -1.1% | +5.4% |
| 3M | +4.6% | -12.1% | +16.7% | +7.2% |
| 6M | +27.5% | -16.4% | +43.9% | +31.6% |
| YTD | +20.9% | -28.0% | +48.8% | +28.0% |
| 1Y | +30.1% | -18.9% | +49.0% | +34.2% |
| 3Y | +46.6% | +51.2% | -4.6% | +26.4% |
| 5Y | +191.6% | -15.9% | +207.4% | +182.5% |
| 10Y | +474.5% | +305.9% | +168.6% | +250.3% |
| All | +474.5% | +308.6% | +165.9% | +250.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling