+42.1%
VRTX vs CNP
+64.0%
-21.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | +8.0% | +3.8% | +4.2% | +7.3% |
| 3M | +4.3% | +2.4% | +1.9% | +3.8% |
| 6M | +18.9% | -1.2% | +20.1% | +19.2% |
| YTD | +18.8% | +9.3% | +9.5% | +16.7% |
| 1Y | +24.0% | +6.4% | +17.5% | +22.4% |
| 3Y | +42.1% | +66.4% | -24.2% | +33.5% |
| All | +42.1% | +64.0% | -21.8% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling