+33.8%
VRTX vs CPB
-31.9%
+65.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -4.9% | -3.2% |
| 7D | -3.4% | -8.2% | +4.8% | -3.0% |
| 30D | +6.6% | -5.6% | +12.2% | +6.9% |
| 3M | +19.4% | +3.0% | +16.4% | +19.5% |
| 6M | +15.8% | -12.7% | +28.5% | +16.8% |
| YTD | +16.7% | -18.0% | +34.6% | +19.1% |
| 1Y | +33.8% | -31.7% | +65.5% | +35.0% |
| All | +33.8% | -31.9% | +65.7% | +35.0% |
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