+470.2%
VRTX vs CMS
+117.1%
+353.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +0.8% | +0.4% | +0.5% | +0.7% |
| 30D | +12.6% | -3.6% | +16.2% | +13.8% |
| 3M | +23.6% | -1.9% | +25.5% | +24.2% |
| 6M | +14.3% | -11.0% | +25.2% | +18.2% |
| YTD | +20.5% | +0.2% | +20.3% | +19.9% |
| 1Y | +37.6% | -1.3% | +38.9% | +37.5% |
| 3Y | +55.5% | +35.9% | +19.6% | +39.1% |
| 5Y | +175.7% | +23.1% | +152.7% | +152.0% |
| All | +470.2% | +117.1% | +353.1% | +393.2% |
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