+188.3%
VRTX vs CLX
-23.1%
+211.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | -0.2% |
| 7D | -0.4% | +17.4% | -17.8% | -3.0% |
| 30D | +8.0% | +27.8% | -19.8% | +3.7% |
| 3M | +11.0% | +3.0% | +8.0% | +10.4% |
| 6M | +28.2% | +17.5% | +10.6% | +24.5% |
| YTD | +21.5% | +10.0% | +11.5% | +19.4% |
| 1Y | +34.5% | +3.3% | +31.2% | +33.4% |
| 3Y | +49.5% | -10.1% | +59.6% | +49.5% |
| 5Y | +188.3% | -23.7% | +212.0% | +191.3% |
| All | +188.3% | -23.1% | +211.4% | +191.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling