+25.0%
VRTX vs CTVA
-5.7%
+30.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -24.3% | +23.5% | +0.8% |
| 7D | 0.0% | -23.7% | +23.7% | +1.6% |
| 30D | +11.8% | -31.2% | +43.0% | +14.3% |
| 3M | +3.2% | -18.7% | +21.9% | +3.9% |
| 6M | +21.0% | -25.5% | +46.5% | +22.9% |
| YTD | +19.7% | -8.0% | +27.7% | +19.3% |
| 1Y | +25.0% | -7.0% | +32.0% | +24.7% |
| All | +25.0% | -5.7% | +30.7% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling