+189.7%
VRTX vs CP
+27.5%
+162.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | +11.8% | +10.3% | +1.5% | +9.3% |
| 3M | +3.2% | +2.3% | +0.9% | +2.6% |
| 6M | +21.0% | +10.7% | +10.3% | +17.9% |
| YTD | +19.7% | +29.3% | -9.6% | +12.1% |
| 1Y | +25.0% | +31.5% | -6.5% | +16.5% |
| 3Y | +45.2% | +36.7% | +8.5% | +32.4% |
| 5Y | +189.7% | +26.8% | +162.9% | +161.9% |
| All | +189.7% | +27.5% | +162.2% | +161.9% |
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