+30.8%
VRTX vs CMS
-1.1%
+31.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +8.0% | +7.1% | +0.9% | +7.0% |
| 3M | +11.0% | -1.3% | +12.3% | +11.5% |
| 6M | +28.2% | -2.7% | +30.8% | +29.7% |
| YTD | +21.5% | +2.6% | +18.9% | +22.9% |
| All | +30.8% | -1.1% | +31.9% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling