+188.2%
VRTX vs CNH
-17.7%
+205.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.6% | +3.0% | -4.6% | -2.0% |
| 30D | +8.0% | -0.6% | +8.6% | +8.0% |
| 3M | +4.3% | +14.6% | -10.3% | +2.2% |
| 6M | +18.9% | +11.8% | +7.1% | +16.5% |
| YTD | +18.8% | +30.4% | -11.6% | +13.9% |
| 1Y | +24.0% | +19.1% | +4.9% | +20.1% |
| 3Y | +42.1% | +30.2% | +12.0% | +33.4% |
| All | +188.2% | -17.7% | +205.9% | +191.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling