+170.3%
VRTX vs CNC
+10.7%
+159.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -5.6% | -0.9% | -4.7% | -5.5% |
| 30D | -2.0% | -1.0% | -1.0% | -1.9% |
| 3M | +15.8% | +4.5% | +11.3% | +15.1% |
| 6M | +4.7% | +85.2% | -80.5% | -1.9% |
| YTD | +13.7% | +61.4% | -47.7% | +7.3% |
| 1Y | +29.7% | +94.9% | -65.2% | +18.9% |
| 3Y | +48.4% | 0.0% | +48.4% | +44.5% |
| All | +170.3% | +10.7% | +159.5% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 5y: compounded portfolio wealth divided by compounded CNC 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…
5y analysis · Full analysis span regression · 6 months rolling