+194.3%
VRTX vs CRS
+864.2%
-669.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.4% |
| 7D | -0.4% | +4.4% | -4.7% | -0.8% |
| 30D | +7.9% | -19.1% | +27.0% | +9.5% |
| 3M | +3.3% | -43.2% | +46.5% | +8.3% |
| 6M | +25.7% | -28.9% | +54.6% | +28.5% |
| YTD | +20.7% | -3.0% | +23.6% | +19.4% |
| 1Y | +27.4% | -5.3% | +32.8% | +26.3% |
| 3Y | +46.4% | +363.5% | -317.1% | +17.2% |
| 5Y | +194.3% | +858.2% | -663.9% | +111.3% |
| All | +194.3% | +864.2% | -669.9% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling