+474.7%
VRTX vs CP
+259.0%
+215.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | +11.8% | +10.3% | +1.5% | +8.2% |
| 3M | +3.2% | +2.3% | +0.9% | +2.3% |
| 6M | +21.0% | +10.7% | +10.3% | +16.6% |
| YTD | +19.7% | +29.3% | -9.6% | +9.0% |
| 1Y | +25.0% | +31.5% | -6.5% | +13.1% |
| 3Y | +45.2% | +36.7% | +8.5% | +27.1% |
| 5Y | +189.7% | +26.8% | +162.9% | +155.1% |
| All | +474.7% | +259.0% | +215.6% | +242.2% |
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