+25.0%
VRTX vs CSGP
-55.9%
+80.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | 0.0% | -6.1% | +6.1% | +0.4% |
| 30D | +11.8% | +0.3% | +11.5% | +11.7% |
| 3M | +3.2% | -1.3% | +4.5% | +3.3% |
| 6M | +21.0% | -8.9% | +30.0% | +20.7% |
| YTD | +19.7% | -55.2% | +74.9% | +22.2% |
| 1Y | +25.0% | -56.4% | +81.4% | +29.2% |
| All | +25.0% | -55.9% | +80.9% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling