+89.6%
CL vs VRTX
+483.3%
-393.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +3.2% | -1.6% | +4.8% | +3.5% |
| 30D | +8.0% | +8.0% | 0.0% | +6.8% |
| 3M | +7.9% | +4.3% | +3.6% | +7.1% |
| 6M | +14.7% | +18.9% | -4.2% | +11.6% |
| YTD | +29.2% | +18.8% | +10.4% | +25.3% |
| 1Y | +29.5% | +24.0% | +5.6% | +24.8% |
| 3Y | +40.7% | +42.1% | -1.5% | +30.4% |
| 5Y | +43.9% | +187.6% | -143.7% | +18.0% |
| All | +89.6% | +483.3% | -393.7% | +60.3% |
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