+12,036.0%
VRTX vs CP
+9,152.4%
+2,883.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.2% |
| 7D | +0.8% | -2.7% | +3.5% | +1.7% |
| 30D | +12.6% | +0.2% | +12.5% | +12.5% |
| 3M | +23.6% | +2.6% | +21.1% | +22.3% |
| 6M | +14.3% | +6.0% | +8.3% | +11.5% |
| YTD | +20.5% | +24.9% | -4.5% | +10.6% |
| 1Y | +37.6% | +20.1% | +17.5% | +28.0% |
| 3Y | +55.5% | +16.4% | +39.2% | +43.7% |
| 5Y | +175.7% | +31.7% | +144.0% | +139.1% |
| 10Y | +474.2% | +223.9% | +250.3% | +248.6% |
| All | +12,036.0% | +9,152.4% | +2,883.6% | +2,556.7% |
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