+493.1%
VRTX vs CNH
+134.0%
+359.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.2% | -1.1% |
| 7D | -0.4% | +8.6% | -9.0% | -1.9% |
| 30D | +8.0% | +12.6% | -4.6% | +5.7% |
| 3M | +11.0% | +17.5% | -6.5% | +7.3% |
| 6M | +28.2% | +18.1% | +10.1% | +23.2% |
| YTD | +21.5% | +40.4% | -18.9% | +12.7% |
| 1Y | +34.5% | +34.0% | +0.5% | +25.8% |
| 3Y | +49.5% | +35.3% | +14.2% | +35.9% |
| 5Y | +188.3% | -5.1% | +193.4% | +175.3% |
| 10Y | +493.1% | +124.0% | +369.1% | +381.9% |
| All | +493.1% | +134.0% | +359.1% | +381.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling