-20.4%
CLF vs VRTX
+46.6%
-67.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +1.9% | +7.9% | -6.0% | +0.5% |
| 3M | +5.9% | +3.3% | +2.6% | +5.1% |
| 6M | +16.9% | +25.7% | -8.8% | +11.7% |
| YTD | -1.1% | +20.7% | -21.7% | -5.1% |
| 1Y | +28.8% | +27.4% | +1.4% | +22.1% |
| All | -20.4% | +46.6% | -67.0% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling