+172.9%
VRTX vs CPAY
+53.2%
+119.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.4% |
| 7D | -7.8% | -2.7% | -5.1% | -7.2% |
| 30D | -2.8% | +0.6% | -3.4% | -3.0% |
| 3M | +18.1% | +17.0% | +1.1% | +13.9% |
| 6M | +3.1% | +24.1% | -21.0% | -2.2% |
| YTD | +13.5% | +35.7% | -22.2% | +4.9% |
| 1Y | +32.4% | +34.0% | -1.6% | +22.5% |
| 3Y | +50.0% | +50.3% | -0.3% | +32.4% |
| 5Y | +172.9% | +56.7% | +116.2% | +138.9% |
| All | +172.9% | +53.2% | +119.7% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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