+474.7%
VRTX vs CMS
+136.3%
+338.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | 0.0% | -1.3% | +1.3% | +0.4% |
| 30D | +11.8% | +5.3% | +6.6% | +10.0% |
| 3M | +3.2% | -0.3% | +3.6% | +3.2% |
| 6M | +21.0% | -4.0% | +25.1% | +22.4% |
| YTD | +19.7% | +2.1% | +17.6% | +18.4% |
| 1Y | +25.0% | -4.7% | +29.7% | +26.4% |
| 3Y | +45.2% | +36.8% | +8.4% | +29.2% |
| 5Y | +189.7% | +34.9% | +154.9% | +155.4% |
| All | +474.7% | +136.3% | +338.4% | +366.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling