+494.6%
VRTX vs CMS
+137.8%
+356.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -0.4% | -1.1% | +0.8% | 0.0% |
| 30D | +7.9% | +6.6% | +1.3% | +5.7% |
| 3M | +3.3% | +0.8% | +2.5% | +2.9% |
| 6M | +25.7% | -3.3% | +29.0% | +26.8% |
| YTD | +20.7% | +2.7% | +17.9% | +19.1% |
| 1Y | +27.4% | -4.0% | +31.5% | +28.6% |
| 3Y | +46.4% | +37.6% | +8.8% | +30.0% |
| 5Y | +194.3% | +35.4% | +158.9% | +159.1% |
| 10Y | +494.6% | +136.0% | +358.6% | +386.4% |
| All | +494.6% | +137.8% | +356.8% | +386.4% |
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