+493.1%
VRTX vs CSGP
+72.5%
+420.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.1% |
| 7D | -0.4% | -1.8% | +1.4% | 0.0% |
| 30D | +8.0% | +5.3% | +2.7% | +5.8% |
| 3M | +11.0% | +3.3% | +7.7% | +8.9% |
| 6M | +28.2% | -4.7% | +32.8% | +27.4% |
| YTD | +21.5% | -53.5% | +75.0% | +45.2% |
| 1Y | +34.5% | -53.7% | +88.3% | +60.8% |
| 3Y | +49.5% | -59.7% | +109.2% | +81.3% |
| 5Y | +188.3% | -62.5% | +250.8% | +247.8% |
| 10Y | +493.1% | +67.3% | +425.8% | +217.1% |
| All | +493.1% | +72.5% | +420.5% | +217.1% |
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