+470.4%
VRTX vs CVE
+149.3%
+321.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.6% | +5.9% | -7.5% | -2.0% |
| 30D | +8.0% | -10.9% | +18.9% | +9.0% |
| 3M | +4.3% | -4.5% | +8.8% | +4.5% |
| 6M | +18.9% | -1.0% | +19.9% | +18.4% |
| YTD | +18.8% | +74.7% | -55.9% | +11.6% |
| 1Y | +24.0% | +65.8% | -41.9% | +17.0% |
| 3Y | +42.1% | +73.2% | -31.0% | +32.0% |
| 5Y | +187.6% | +155.6% | +32.0% | +149.7% |
| All | +470.4% | +149.3% | +321.2% | +309.6% |
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