+12,057.6%
VRTX vs CP
+9,230.2%
+2,827.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | -2.1% | +2.8% | -4.9% | -3.0% |
| 30D | +8.2% | +10.2% | -2.0% | +4.6% |
| 3M | +13.0% | +2.4% | +10.7% | +12.0% |
| 6M | +27.9% | +7.7% | +20.3% | +24.3% |
| YTD | +20.7% | +26.0% | -5.3% | +10.5% |
| 1Y | +31.4% | +34.6% | -3.2% | +17.5% |
| 3Y | +41.8% | +26.7% | +15.1% | +27.3% |
| 5Y | +183.7% | +24.9% | +158.8% | +151.0% |
| 10Y | +592.9% | +258.6% | +334.3% | +305.9% |
| All | +12,057.6% | +9,230.2% | +2,827.3% | +2,552.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling