+188.2%
VRTX vs CPB
-33.2%
+221.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.2% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | +8.0% | +19.2% | -11.2% | +5.2% |
| 3M | +4.3% | -0.9% | +5.2% | +4.1% |
| 6M | +18.9% | +15.2% | +3.6% | +15.9% |
| YTD | +18.8% | -13.1% | +31.9% | +20.9% |
| 1Y | +24.0% | -22.4% | +46.4% | +28.5% |
| 3Y | +42.1% | -35.3% | +77.4% | +51.0% |
| All | +188.2% | -33.2% | +221.5% | +224.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling