+76.3%
CL vs VRTX
+519.5%
-443.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | +11.6% | +8.0% | +3.6% | +10.3% |
| 3M | +5.6% | +11.0% | -5.4% | +3.8% |
| 6M | +13.2% | +28.2% | -15.0% | +8.8% |
| YTD | +26.9% | +21.5% | +5.4% | +22.7% |
| 1Y | +27.3% | +34.5% | -7.2% | +21.2% |
| 3Y | +39.7% | +49.5% | -9.7% | +28.7% |
| 5Y | +41.3% | +188.3% | -147.0% | +16.3% |
| 10Y | +76.3% | +493.1% | -416.8% | +47.1% |
| All | +76.3% | +519.5% | -443.2% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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