+203.4%
VRTX vs CTVA
+211.9%
-8.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.2% |
| 7D | -6.4% | -5.8% | -0.6% | -5.2% |
| 30D | -0.5% | +11.1% | -11.6% | -2.7% |
| 3M | +16.9% | +13.2% | +3.7% | +13.7% |
| 6M | +13.1% | +8.7% | +4.4% | +10.7% |
| YTD | +14.9% | +27.3% | -12.3% | +8.8% |
| 1Y | +31.4% | +18.0% | +13.4% | +26.0% |
| 3Y | +51.9% | +76.5% | -24.6% | +30.8% |
| 5Y | +177.1% | +105.1% | +72.0% | +127.9% |
| All | +203.4% | +211.9% | -8.5% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling