+494.6%
VRTX vs CSGP
+65.4%
+429.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -0.4% | -7.1% | +6.7% | +1.4% |
| 30D | +7.9% | +3.6% | +4.3% | +6.1% |
| 3M | +3.3% | -2.7% | +6.0% | +2.8% |
| 6M | +25.7% | -8.0% | +33.8% | +26.1% |
| YTD | +20.7% | -55.0% | +75.6% | +45.5% |
| 1Y | +27.4% | -55.8% | +83.2% | +54.3% |
| 3Y | +46.4% | -62.0% | +108.4% | +80.7% |
| 5Y | +194.3% | -62.9% | +257.2% | +255.3% |
| 10Y | +494.6% | +62.6% | +432.0% | +206.6% |
| All | +494.6% | +65.4% | +429.2% | +206.6% |
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