+31.4%
VRTX vs CSGP
-56.4%
+87.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +1.1% |
| 7D | -2.1% | +1.3% | -3.4% | -2.2% |
| 30D | +8.2% | +10.7% | -2.5% | +7.5% |
| 3M | +13.0% | +3.3% | +9.7% | +12.9% |
| 6M | +27.9% | -10.3% | +38.3% | +27.6% |
| YTD | +20.7% | -54.6% | +75.2% | +23.7% |
| 1Y | +31.4% | -54.6% | +86.1% | +34.8% |
| All | +31.4% | -56.4% | +87.8% | +34.8% |
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