+12,057.6%
VRTX vs CI
+9,848.2%
+2,209.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.6% |
| 7D | -2.1% | -1.6% | -0.6% | -1.7% |
| 30D | +8.2% | +5.4% | +2.8% | +6.5% |
| 3M | +13.0% | +7.3% | +5.8% | +10.5% |
| 6M | +27.9% | +5.3% | +22.6% | +25.4% |
| YTD | +20.7% | +8.5% | +12.2% | +16.7% |
| 1Y | +31.4% | +17.1% | +14.3% | +24.1% |
| 3Y | +41.8% | +1.4% | +40.4% | +35.4% |
| 5Y | +183.7% | +50.5% | +133.2% | +137.5% |
| 10Y | +592.9% | +168.5% | +424.3% | +363.2% |
| All | +12,057.6% | +9,848.2% | +2,209.3% | +3,220.7% |
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