+12,057.6%
VRTX vs CMS
+862.1%
+11,195.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.5% |
| 7D | -2.1% | -1.3% | -0.8% | -1.7% |
| 30D | +8.2% | +6.3% | +1.9% | +6.2% |
| 3M | +13.0% | -2.1% | +15.1% | +13.6% |
| 6M | +27.9% | -5.1% | +33.0% | +29.6% |
| YTD | +20.7% | +1.3% | +19.4% | +19.7% |
| 1Y | +31.4% | -1.4% | +32.8% | +31.4% |
| 3Y | +41.8% | +36.9% | +4.9% | +27.3% |
| 5Y | +183.7% | +32.5% | +151.1% | +154.4% |
| 10Y | +592.9% | +126.8% | +466.1% | +415.8% |
| All | +12,057.6% | +862.1% | +11,195.5% | +4,790.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling