+557.4%
VRTX vs CVE
+136.1%
+421.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -2.1% | -16.1% | +14.0% | -0.6% |
| 30D | +8.2% | -10.4% | +18.6% | +9.1% |
| 3M | +13.0% | -2.4% | +15.4% | +13.0% |
| 6M | +27.9% | -4.4% | +32.4% | +27.8% |
| YTD | +20.7% | +64.9% | -44.3% | +13.9% |
| 1Y | +31.4% | +66.0% | -34.6% | +23.9% |
| 3Y | +41.8% | +57.7% | -15.8% | +32.7% |
| 5Y | +183.7% | +144.7% | +39.0% | +146.7% |
| All | +557.4% | +136.1% | +421.3% | +387.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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