+621.6%
VRTX vs CNH
+32.2%
+589.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.3% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | +8.2% | -7.2% | +15.4% | +9.6% |
| 3M | +13.0% | +6.5% | +6.5% | +10.9% |
| 6M | +27.9% | +7.9% | +20.1% | +24.6% |
| YTD | +20.7% | +26.6% | -5.9% | +13.3% |
| 1Y | +31.4% | +13.8% | +17.7% | +25.9% |
| 3Y | +41.8% | +9.2% | +32.6% | +33.4% |
| 5Y | +183.7% | -15.6% | +199.3% | +175.4% |
| 10Y | +592.9% | +119.2% | +473.7% | +399.6% |
| All | +621.6% | +32.2% | +589.4% | +477.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling