+11,653.3%
VRTX vs CMI
+24,830.1%
-13,176.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -3.4% | +1.9% | -5.3% | -3.9% |
| 30D | +6.6% | -12.5% | +19.1% | +10.4% |
| 3M | +19.4% | -16.2% | +35.6% | +24.4% |
| 6M | +15.8% | +4.9% | +11.0% | +12.7% |
| YTD | +16.7% | +11.1% | +5.5% | +11.5% |
| 1Y | +33.8% | +43.4% | -9.6% | +18.6% |
| 3Y | +54.2% | +154.1% | -99.9% | +14.4% |
| 5Y | +176.4% | +169.5% | +6.9% | +98.4% |
| 10Y | +443.5% | +503.8% | -60.3% | +199.3% |
| All | +11,653.3% | +24,830.1% | -13,176.8% | +2,262.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling