+2,106.5%
VRTX vs CNC
+5,537.6%
-3,431.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.8% |
| 7D | +0.8% | +3.5% | -2.7% | 0.0% |
| 30D | +12.6% | +0.1% | +12.6% | +12.5% |
| 3M | +23.6% | +6.9% | +16.7% | +21.1% |
| 6M | +14.3% | +49.0% | -34.7% | +1.9% |
| YTD | +20.5% | +62.9% | -42.5% | +4.5% |
| 1Y | +37.6% | +134.0% | -96.4% | +7.7% |
| 3Y | +55.5% | +9.4% | +46.1% | +38.8% |
| 5Y | +175.7% | +4.1% | +171.6% | +145.4% |
| 10Y | +474.2% | +95.4% | +378.8% | +309.3% |
| All | +2,106.5% | +5,537.6% | -3,431.0% | +589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling