+27.4%
VRTX vs CPB
-23.3%
+50.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | 0.0% |
| 7D | -0.4% | -4.1% | +3.7% | +0.1% |
| 30D | +7.9% | +16.9% | -9.0% | +6.2% |
| 3M | +3.3% | -0.6% | +3.8% | +2.8% |
| 6M | +25.7% | +11.4% | +14.3% | +24.6% |
| YTD | +20.7% | -14.8% | +35.5% | +24.1% |
| 1Y | +27.4% | -24.8% | +52.2% | +32.4% |
| All | +27.4% | -23.3% | +50.7% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling