-41.4%
CLF vs VRTX
+190.2%
-231.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +16.0% | 0.0% | +15.9% | +16.0% |
| 30D | +1.6% | +11.8% | -10.2% | -1.5% |
| 3M | +6.7% | +3.2% | +3.5% | +5.5% |
| 6M | +21.1% | +21.0% | +0.1% | +14.4% |
| YTD | -1.6% | +19.7% | -21.3% | -7.4% |
| 1Y | +18.5% | +25.0% | -6.5% | +10.0% |
| 3Y | -21.0% | +45.2% | -66.2% | -33.0% |
| 5Y | -41.4% | +189.7% | -231.1% | -55.6% |
| All | -41.4% | +190.2% | -231.5% | -55.6% |
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