+1,914.6%
CLS vs VRTX
+483.3%
+1,431.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -5.3% |
| 7D | +16.3% | -1.6% | +17.8% | +16.6% |
| 30D | -25.7% | +8.0% | -33.7% | -26.8% |
| 3M | -30.9% | +4.3% | -35.2% | -31.7% |
| 6M | -35.5% | +18.9% | -54.4% | -38.3% |
| YTD | -18.7% | +18.8% | -37.5% | -22.5% |
| 1Y | -17.9% | +24.0% | -41.9% | -22.5% |
| 3Y | +838.1% | +42.1% | +796.0% | +746.6% |
| 5Y | +1,971.9% | +187.6% | +1,784.3% | +1,496.8% |
| All | +1,914.6% | +483.3% | +1,431.2% | +1,385.6% |
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 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