+12,056.2%
VRTX vs CRS
+5,755.0%
+6,301.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.8% |
| 7D | -0.4% | +4.4% | -4.7% | -1.5% |
| 30D | +7.9% | -19.1% | +27.0% | +12.1% |
| 3M | +3.3% | -43.2% | +46.5% | +16.5% |
| 6M | +25.7% | -28.9% | +54.6% | +33.4% |
| YTD | +20.7% | -3.0% | +23.6% | +17.5% |
| 1Y | +27.4% | -5.3% | +32.8% | +24.6% |
| 3Y | +46.4% | +363.5% | -317.1% | -9.9% |
| 5Y | +194.3% | +858.2% | -663.9% | +41.6% |
| 10Y | +494.6% | +862.9% | -368.3% | +139.7% |
| All | +12,056.2% | +5,755.0% | +6,301.2% | +2,069.6% |
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