+3,231.7%
CLS vs VRTX
+3,983.1%
-751.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | +4.6% | +0.8% | +3.8% | +4.4% |
| 30D | -13.9% | +12.6% | -26.5% | -16.3% |
| 3M | -26.6% | +23.6% | -50.2% | -30.3% |
| 6M | +15.4% | +14.3% | +1.1% | +11.0% |
| YTD | +5.7% | +20.5% | -14.8% | +0.4% |
| 1Y | +41.1% | +37.6% | +3.5% | +29.9% |
| 3Y | +1,228.6% | +55.5% | +1,173.0% | +1,072.2% |
| 5Y | +3,240.6% | +175.7% | +3,064.9% | +2,464.4% |
| 10Y | +2,760.3% | +474.2% | +2,286.1% | +1,666.3% |
| All | +3,231.7% | +3,983.1% | -751.4% | +671.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling