+99.7%
CLF vs VRTX
+580.6%
-480.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.4% |
| 7D | -19.6% | -2.1% | -17.5% | -19.1% |
| 30D | -5.0% | +8.2% | -13.2% | -7.6% |
| 3M | -6.3% | +13.0% | -19.3% | -10.3% |
| 6M | +2.8% | +27.9% | -25.1% | -5.7% |
| YTD | -13.7% | +20.7% | -34.4% | -19.9% |
| 1Y | +13.6% | +31.4% | -17.9% | +2.3% |
| 3Y | -34.0% | +41.8% | -75.8% | -44.0% |
| 5Y | -48.7% | +183.7% | -232.4% | -66.4% |
| All | +99.7% | +580.6% | -480.9% | -1.3% |
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