+11,868.9%
VRTX vs CRS
+5,499.8%
+6,369.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.1% |
| 7D | -1.6% | +4.8% | -6.3% | -2.8% |
| 30D | +8.0% | -23.2% | +31.2% | +13.7% |
| 3M | +4.3% | -45.5% | +49.8% | +18.8% |
| 6M | +18.9% | -33.1% | +52.0% | +28.0% |
| YTD | +18.8% | -7.2% | +26.0% | +16.9% |
| 1Y | +24.0% | -10.0% | +34.0% | +22.7% |
| 3Y | +42.1% | +332.3% | -290.2% | -11.0% |
| 5Y | +187.6% | +801.9% | -614.3% | +40.4% |
| 10Y | +485.4% | +820.9% | -335.5% | +138.5% |
| All | +11,868.9% | +5,499.8% | +6,369.1% | +2,058.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling