+474.7%
VRTX vs CLX
+30.5%
+444.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | 0.0% | +8.5% | -8.5% | -1.6% |
| 30D | +11.8% | +30.0% | -18.2% | +6.1% |
| 3M | +3.2% | +3.8% | -0.6% | +2.3% |
| 6M | +21.0% | +24.6% | -3.6% | +15.4% |
| YTD | +19.7% | +12.8% | +6.9% | +16.3% |
| 1Y | +25.0% | +8.6% | +16.4% | +22.2% |
| 3Y | +45.2% | -8.6% | +53.9% | +45.0% |
| 5Y | +189.7% | -21.8% | +211.5% | +194.1% |
| All | +474.7% | +30.5% | +444.2% | +444.4% |
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