+184.1%
VRTX vs CNP
+73.1%
+111.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +12.6% | -1.8% | +14.5% | +13.1% |
| 3M | +23.6% | -4.6% | +28.3% | +25.2% |
| 6M | +14.3% | -8.8% | +23.1% | +17.2% |
| YTD | +20.5% | +5.2% | +15.2% | +18.1% |
| 1Y | +37.6% | +8.3% | +29.3% | +33.4% |
| 3Y | +55.5% | +54.9% | +0.7% | +32.0% |
| All | +184.1% | +73.1% | +111.0% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling