+37.6%
VRTX vs CNH
+29.2%
+8.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.2% | -2.5% |
| 7D | +0.8% | +23.3% | -22.5% | -1.4% |
| 30D | +12.6% | +33.5% | -20.8% | +9.2% |
| 3M | +23.6% | +32.7% | -9.1% | +19.8% |
| 6M | +14.3% | +22.2% | -7.9% | +13.0% |
| YTD | +20.5% | +57.7% | -37.2% | +13.5% |
| 1Y | +37.6% | +28.0% | +9.6% | +30.6% |
| All | +37.6% | +29.2% | +8.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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