-35.3%
CLS vs VRTX
+33.6%
-68.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.2% | +8.0% |
| 7D | -10.6% | -0.4% | -10.1% | -10.5% |
| 30D | -38.4% | +8.0% | -46.4% | -37.1% |
| 3M | -29.9% | +11.0% | -40.9% | -28.1% |
| 6M | -40.6% | +28.2% | -68.8% | -38.8% |
| YTD | -24.6% | +21.5% | -46.1% | -21.2% |
| All | -35.3% | +33.6% | -68.9% | -30.3% |
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 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