+493.1%
VRTX vs CP
+261.0%
+232.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | 0.0% |
| 7D | -0.4% | +2.8% | -3.2% | -1.3% |
| 30D | +8.0% | +11.3% | -3.3% | +4.2% |
| 3M | +11.0% | +2.9% | +8.2% | +9.8% |
| 6M | +28.2% | +9.8% | +18.4% | +23.8% |
| YTD | +21.5% | +28.5% | -7.0% | +10.8% |
| 1Y | +34.5% | +33.5% | +1.0% | +21.1% |
| 3Y | +49.5% | +31.9% | +17.5% | +32.4% |
| 5Y | +188.3% | +25.5% | +162.8% | +154.7% |
| 10Y | +493.1% | +257.6% | +235.5% | +245.6% |
| All | +493.1% | +261.0% | +232.1% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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