+46.6%
VRTX vs CMS
+39.1%
+7.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +7.4% | +7.4% | 0.0% | +5.6% |
| 3M | +4.6% | +1.9% | +2.7% | +4.1% |
| 6M | +27.5% | -2.3% | +29.8% | +28.3% |
| YTD | +20.9% | +3.0% | +17.9% | +19.8% |
| 1Y | +30.1% | -2.8% | +32.9% | +31.1% |
| 3Y | +46.6% | +37.9% | +8.7% | +37.7% |
| All | +46.6% | +39.1% | +7.5% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling