+470.2%
VRTX vs CSGP
+45.2%
+424.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.5% |
| 7D | +0.8% | -4.1% | +4.9% | +1.9% |
| 30D | +12.6% | +2.3% | +10.3% | +11.7% |
| 3M | +23.6% | -8.2% | +31.8% | +25.5% |
| 6M | +14.3% | -35.1% | +49.3% | +27.0% |
| YTD | +20.5% | -54.0% | +74.5% | +46.4% |
| 1Y | +37.6% | -65.3% | +102.9% | +81.7% |
| 3Y | +55.5% | -62.6% | +118.1% | +95.4% |
| 5Y | +175.7% | -64.8% | +240.6% | +244.0% |
| All | +470.2% | +45.2% | +424.9% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling