+184.1%
VRTX vs CP
+32.0%
+152.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.2% |
| 7D | +0.8% | -2.7% | +3.5% | +1.4% |
| 30D | +12.6% | +0.2% | +12.5% | +12.5% |
| 3M | +23.6% | +2.6% | +21.1% | +22.7% |
| 6M | +14.3% | +6.0% | +8.3% | +12.4% |
| YTD | +20.5% | +24.9% | -4.5% | +13.9% |
| 1Y | +37.6% | +20.1% | +17.5% | +31.2% |
| 3Y | +55.5% | +16.4% | +39.2% | +47.9% |
| All | +184.1% | +32.0% | +152.1% | +154.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling