+3,214.5%
VRTX vs CNI
+6,783.7%
-3,569.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -1.6% | +2.5% | -4.1% | -2.7% |
| 30D | +8.0% | +6.1% | +1.9% | +5.1% |
| 3M | +4.3% | +0.1% | +4.2% | +4.1% |
| 6M | +18.9% | +14.9% | +4.0% | +11.1% |
| YTD | +18.8% | +30.9% | -12.1% | +3.9% |
| 1Y | +24.0% | +33.9% | -10.0% | +7.2% |
| 3Y | +42.1% | +20.2% | +21.9% | +27.0% |
| 5Y | +187.6% | +8.2% | +179.4% | +164.8% |
| 10Y | +485.4% | +142.2% | +343.3% | +252.6% |
| All | +3,214.5% | +6,783.7% | -3,569.2% | +345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling