+44.4%
VRTX vs CP
+35.8%
+8.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | +7.9% | +9.6% | -1.7% | +5.8% |
| 3M | +3.3% | +2.2% | +1.0% | +2.7% |
| 6M | +25.7% | +11.1% | +14.6% | +22.6% |
| YTD | +20.7% | +28.2% | -7.5% | +13.9% |
| 1Y | +27.4% | +32.2% | -4.7% | +19.4% |
| All | +44.4% | +35.8% | +8.5% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling