+181.3%
VRTX vs CSGP
-62.1%
+243.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +0.5% | +13.9% | -13.4% | -1.6% |
| 30D | +8.0% | +16.0% | -8.0% | +5.0% |
| 3M | +11.9% | +6.1% | +5.8% | +10.2% |
| 6M | +27.8% | -8.2% | +36.0% | +28.3% |
| YTD | +19.7% | -52.3% | +72.0% | +34.1% |
| 1Y | +30.1% | -54.5% | +84.6% | +47.0% |
| 3Y | +44.2% | -58.6% | +102.8% | +63.4% |
| 5Y | +181.3% | -61.5% | +242.8% | +210.9% |
| All | +181.3% | -62.1% | +243.4% | +210.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling