+426.7%
VRTX vs CNI
+138.2%
+288.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | -2.0% | -2.7% | +0.7% | -0.9% |
| 3M | +15.8% | +3.9% | +11.9% | +13.9% |
| 6M | +4.7% | +16.4% | -11.7% | -2.0% |
| YTD | +13.7% | +25.8% | -12.1% | +2.8% |
| 1Y | +29.7% | +32.4% | -2.7% | +14.6% |
| 3Y | +48.4% | +19.1% | +29.4% | +34.9% |
| 5Y | +173.3% | +13.6% | +159.8% | +147.9% |
| All | +426.7% | +138.2% | +288.5% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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