+74.6%
CLF vs VRTX
+483.3%
-408.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +10.4% | -1.6% | +11.9% | +10.9% |
| 30D | +0.6% | +8.0% | -7.5% | -2.0% |
| 3M | +4.1% | +4.3% | -0.2% | +2.4% |
| 6M | +15.1% | +18.9% | -3.8% | +8.5% |
| YTD | -4.7% | +18.8% | -23.5% | -10.8% |
| 1Y | +20.4% | +24.0% | -3.6% | +11.1% |
| 3Y | -23.4% | +42.1% | -65.5% | -34.5% |
| 5Y | -43.3% | +187.6% | -230.8% | -61.9% |
| All | +74.6% | +483.3% | -408.7% | -1.2% |
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