+495.5%
VRTX vs CLX
+29.3%
+466.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.7% |
| 7D | +3.2% | +13.6% | -10.4% | +0.7% |
| 30D | +7.4% | +29.1% | -21.6% | +2.1% |
| 3M | +4.6% | +1.6% | +3.0% | +4.0% |
| 6M | +27.5% | +18.7% | +8.8% | +22.7% |
| YTD | +20.9% | +11.1% | +9.8% | +17.7% |
| 1Y | +30.1% | +7.0% | +23.1% | +27.6% |
| 3Y | +46.6% | -10.0% | +56.6% | +46.9% |
| 5Y | +191.6% | -22.6% | +214.2% | +196.6% |
| All | +495.5% | +29.3% | +466.2% | +468.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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