+4,860.0%
VRTX vs CSGP
+3,461.1%
+1,398.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | +0.5% | +13.9% | -13.4% | -3.0% |
| 30D | +8.0% | +16.0% | -8.0% | +3.0% |
| 3M | +11.9% | +6.1% | +5.8% | +8.9% |
| 6M | +27.8% | -8.2% | +36.0% | +28.2% |
| YTD | +19.7% | -52.3% | +72.0% | +41.2% |
| 1Y | +30.1% | -54.5% | +84.6% | +55.3% |
| 3Y | +44.2% | -58.6% | +102.8% | +72.9% |
| 5Y | +181.3% | -61.5% | +242.8% | +233.3% |
| 10Y | +587.1% | +74.7% | +512.4% | +419.2% |
| All | +4,860.0% | +3,461.1% | +1,398.9% | +1,690.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling