+30.8%
VRTX vs CI
+15.8%
+15.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -0.4% | +0.1% | -0.6% | -0.4% |
| 30D | +8.0% | +4.7% | +3.3% | +7.4% |
| 3M | +11.0% | +5.2% | +5.8% | +10.3% |
| 6M | +28.2% | +3.8% | +24.4% | +26.9% |
| YTD | +21.5% | +9.2% | +12.3% | +20.9% |
| All | +30.8% | +15.8% | +15.0% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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