+14.3%
VRTX vs CSGP
-34.0%
+48.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.9% |
| 7D | +0.8% | -4.1% | +4.9% | +1.1% |
| 30D | +12.6% | +2.3% | +10.3% | +12.6% |
| 3M | +23.6% | -8.2% | +31.8% | +21.6% |
| 6M | +14.3% | -35.1% | +49.3% | +9.5% |
| All | +14.3% | -34.0% | +48.2% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling