+184.6%
VRTX vs CP
+24.4%
+160.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -2.1% | +2.8% | -4.9% | -2.7% |
| 30D | +8.2% | +10.2% | -2.0% | +5.8% |
| 3M | +13.0% | +2.4% | +10.7% | +12.3% |
| 6M | +27.9% | +7.7% | +20.3% | +25.4% |
| YTD | +20.7% | +26.0% | -5.3% | +13.7% |
| 1Y | +31.4% | +34.6% | -3.2% | +21.8% |
| 3Y | +41.8% | +26.7% | +15.1% | +31.8% |
| All | +184.6% | +24.4% | +160.2% | +158.3% |
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