+456.3%
VRTX vs CLX
-3.8%
+460.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | -6.4% | -4.9% | -1.5% | -5.5% |
| 30D | -0.5% | -15.8% | +15.3% | +2.9% |
| 3M | +16.9% | -7.9% | +24.8% | +18.6% |
| 6M | +13.1% | -19.0% | +32.1% | +17.4% |
| YTD | +14.9% | -7.9% | +22.9% | +16.4% |
| 1Y | +31.4% | -25.4% | +56.8% | +38.4% |
| 3Y | +51.9% | -35.0% | +86.9% | +62.7% |
| 5Y | +177.1% | -36.8% | +213.8% | +193.8% |
| 10Y | +456.3% | -1.4% | +457.7% | +470.6% |
| All | +456.3% | -3.8% | +460.1% | +470.6% |
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