-47.8%
CLF vs VRTX
+178.3%
-226.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.3% |
| 7D | +7.6% | +0.8% | +6.8% | +7.4% |
| 30D | -1.2% | +12.6% | -13.8% | -4.3% |
| 3M | -13.4% | +23.6% | -37.0% | -18.3% |
| 6M | +15.4% | +14.3% | +1.1% | +11.1% |
| YTD | -5.9% | +20.5% | -26.3% | -11.2% |
| 1Y | +18.8% | +37.6% | -18.8% | +7.8% |
| 3Y | -19.4% | +55.5% | -75.0% | -32.6% |
| All | -47.8% | +178.3% | -226.1% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling