+84.1%
CL vs VRTX
+480.2%
-396.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +9.5% | +7.9% | +1.6% | +8.3% |
| 3M | +6.8% | +3.3% | +3.5% | +6.2% |
| 6M | +14.3% | +25.7% | -11.4% | +10.2% |
| YTD | +27.0% | +20.7% | +6.3% | +22.9% |
| 1Y | +26.3% | +27.4% | -1.2% | +21.1% |
| 3Y | +39.3% | +46.4% | -7.1% | +28.6% |
| 5Y | +41.5% | +194.3% | -152.8% | +15.8% |
| 10Y | +84.1% | +494.6% | -410.5% | +54.6% |
| All | +84.1% | +480.2% | -396.1% | +54.6% |
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