+12,036.0%
VRTX vs CPB
+215.6%
+11,820.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.4% |
| 7D | +0.8% | -8.6% | +9.4% | +2.8% |
| 30D | +12.6% | -7.2% | +19.9% | +14.4% |
| 3M | +23.6% | +0.9% | +22.7% | +22.9% |
| 6M | +14.3% | -11.8% | +26.1% | +16.7% |
| YTD | +20.5% | -19.4% | +39.9% | +25.4% |
| 1Y | +37.6% | -30.4% | +68.0% | +47.7% |
| 3Y | +55.5% | -40.2% | +95.7% | +70.7% |
| 5Y | +175.7% | -39.5% | +215.3% | +199.4% |
| 10Y | +474.2% | -47.4% | +521.6% | +525.2% |
| All | +12,036.0% | +215.6% | +11,820.4% | +9,140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling