-29.6%
CLS vs VRTX
+31.2%
-60.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.4% | -12.5% | -8.2% |
| 7D | -21.1% | +3.7% | -24.8% | -20.4% |
| 30D | -38.2% | +9.0% | -47.3% | -36.9% |
| 3M | -36.3% | +14.7% | -51.0% | -34.8% |
| 6M | -43.8% | +27.7% | -71.5% | -42.8% |
| YTD | -20.0% | +21.1% | -41.1% | -17.6% |
| 1Y | -29.6% | +30.2% | -59.8% | -28.5% |
| All | -29.6% | +31.2% | -60.8% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling