+1,438.4%
VRTX vs CPAY
+1,528.2%
-89.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -0.9% | -2.5% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | +6.6% | +3.6% | +3.0% | +5.4% |
| 3M | +19.4% | +16.6% | +2.8% | +13.8% |
| 6M | +15.8% | +29.5% | -13.7% | +6.4% |
| YTD | +16.7% | +35.3% | -18.6% | +4.8% |
| 1Y | +33.8% | +30.6% | +3.2% | +21.1% |
| 3Y | +54.2% | +49.7% | +4.4% | +30.0% |
| 5Y | +176.4% | +54.4% | +121.9% | +125.1% |
| 10Y | +443.5% | +142.8% | +300.7% | +245.9% |
| All | +1,438.4% | +1,528.2% | -89.8% | +384.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling