+37.6%
VRTX vs CMI
+45.0%
-7.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.4% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +12.6% | -13.4% | +26.1% | +14.4% |
| 3M | +23.6% | -17.0% | +40.6% | +25.6% |
| 6M | +14.3% | -1.6% | +15.9% | +11.4% |
| YTD | +20.5% | +11.0% | +9.5% | +16.3% |
| 1Y | +37.6% | +41.9% | -4.3% | +33.6% |
| All | +37.6% | +45.0% | -7.4% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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