+41.8%
VRTX vs CPB
-36.0%
+77.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -2.1% | +8.0% | -10.1% | -3.1% |
| 30D | +8.2% | +22.4% | -14.2% | +5.5% |
| 3M | +13.0% | +2.5% | +10.5% | +12.3% |
| 6M | +27.9% | +12.2% | +15.7% | +25.7% |
| YTD | +20.7% | -12.8% | +33.5% | +22.4% |
| 1Y | +31.4% | -19.2% | +50.6% | +34.6% |
| 3Y | +41.8% | -35.6% | +77.4% | +52.9% |
| All | +41.8% | -36.0% | +77.8% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling