+24.0%
VRTX vs CRS
-14.1%
+38.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.6% |
| 7D | -1.6% | +4.8% | -6.3% | -1.8% |
| 30D | +8.0% | -23.2% | +31.2% | +9.4% |
| 3M | +4.3% | -45.5% | +49.8% | +8.8% |
| 6M | +18.9% | -33.1% | +52.0% | +19.9% |
| YTD | +18.8% | -7.2% | +26.0% | +18.1% |
| 1Y | +24.0% | -10.0% | +34.0% | +23.5% |
| All | +24.0% | -14.1% | +38.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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