+52.4%
CL vs VRTX
+470.1%
-417.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.2% |
| 7D | -2.2% | +0.8% | -3.0% | -2.3% |
| 30D | -4.8% | +12.6% | -17.5% | -6.5% |
| 3M | +4.9% | +23.6% | -18.7% | +1.6% |
| 6M | -5.7% | +14.3% | -20.0% | -7.7% |
| YTD | +14.4% | +20.5% | -6.1% | +10.9% |
| 1Y | +8.7% | +37.6% | -28.8% | +3.3% |
| 3Y | +30.0% | +55.5% | -25.6% | +19.2% |
| 5Y | +28.4% | +175.7% | -147.4% | +7.1% |
| All | +52.4% | +470.1% | -417.7% | +31.5% |
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