+557.4%
VRTX vs CSGP
+63.3%
+494.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +2.0% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | +8.2% | +10.7% | -2.5% | +4.5% |
| 3M | +13.0% | +3.3% | +9.7% | +10.8% |
| 6M | +27.9% | -10.3% | +38.3% | +29.1% |
| YTD | +20.7% | -54.6% | +75.2% | +45.2% |
| 1Y | +31.4% | -54.6% | +86.1% | +58.0% |
| 3Y | +41.8% | -60.3% | +102.2% | +72.8% |
| 5Y | +183.7% | -63.3% | +247.0% | +244.5% |
| All | +557.4% | +63.3% | +494.1% | +235.3% |
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