+2,104.6%
CLS vs VRTX
+3,990.4%
-1,885.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -22.2% | -2.1% | -20.1% | -21.9% |
| 30D | -44.4% | +8.2% | -52.6% | -45.5% |
| 3M | -34.3% | +13.0% | -47.3% | -36.4% |
| 6M | -50.1% | +27.9% | -78.0% | -53.2% |
| YTD | -30.1% | +20.7% | -50.8% | -33.9% |
| 1Y | -39.3% | +31.4% | -70.8% | -43.8% |
| 3Y | +732.7% | +41.8% | +690.9% | +646.5% |
| 5Y | +1,777.2% | +183.7% | +1,593.5% | +1,327.2% |
| 10Y | +1,645.6% | +592.9% | +1,052.7% | +932.4% |
| All | +2,104.6% | +3,990.4% | -1,885.8% | +408.0% |
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