+12,036.0%
VRTX vs CI
+9,420.3%
+2,615.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | +12.6% | +4.4% | +8.2% | +11.1% |
| 3M | +23.6% | +0.7% | +23.0% | +23.0% |
| 6M | +14.3% | +0.3% | +13.9% | +13.5% |
| YTD | +20.5% | +3.8% | +16.6% | +18.1% |
| 1Y | +37.6% | -5.5% | +43.1% | +37.3% |
| 3Y | +55.5% | +8.1% | +47.4% | +45.5% |
| 5Y | +175.7% | +42.8% | +132.9% | +134.4% |
| 10Y | +474.2% | +143.9% | +330.3% | +295.2% |
| All | +12,036.0% | +9,420.3% | +2,615.7% | +3,260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling