+4,226.3%
CL vs VRTX
+11,790.4%
-7,564.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +5.9% | +0.5% | +5.5% | +5.9% |
| 30D | +13.8% | +8.0% | +5.8% | +13.3% |
| 3M | +6.4% | +11.9% | -5.5% | +5.7% |
| 6M | +15.6% | +27.8% | -12.2% | +14.0% |
| YTD | +27.9% | +19.7% | +8.2% | +26.4% |
| 1Y | +31.4% | +30.1% | +1.3% | +29.3% |
| 3Y | +41.4% | +44.2% | -2.8% | +37.7% |
| 5Y | +42.8% | +181.3% | -138.5% | +33.8% |
| 10Y | +79.7% | +587.1% | -507.4% | +60.2% |
| All | +4,226.3% | +11,790.4% | -7,564.1% | +2,882.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling