+1,335.6%
VRTX vs CG
+281.3%
+1,054.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -2.1% | -1.2% | -0.9% | -1.9% |
| 30D | +8.2% | +5.0% | +3.2% | +6.8% |
| 3M | +13.0% | -18.2% | +31.2% | +18.5% |
| 6M | +27.9% | -20.7% | +48.6% | +34.6% |
| YTD | +20.7% | -31.4% | +52.1% | +30.8% |
| 1Y | +31.4% | -22.3% | +53.7% | +37.8% |
| 3Y | +41.8% | +50.2% | -8.3% | +19.0% |
| 5Y | +183.7% | -22.1% | +205.7% | +177.0% |
| 10Y | +592.9% | +295.5% | +297.3% | +254.9% |
| All | +1,335.6% | +281.3% | +1,054.2% | +754.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling