+184.1%
VRTX vs CSGP
-64.7%
+248.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.7% |
| 7D | +0.8% | -4.1% | +4.9% | +1.5% |
| 30D | +12.6% | +2.3% | +10.3% | +12.1% |
| 3M | +23.6% | -8.2% | +31.8% | +24.8% |
| 6M | +14.3% | -35.1% | +49.3% | +21.9% |
| YTD | +20.5% | -54.0% | +74.5% | +36.1% |
| 1Y | +37.6% | -65.3% | +102.9% | +64.2% |
| 3Y | +55.5% | -62.6% | +118.1% | +79.7% |
| All | +184.1% | -64.7% | +248.8% | +221.1% |
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 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