+185.4%
VRTX vs CLX
-34.1%
+219.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | +0.8% | -9.2% | +10.1% | +2.4% |
| 30D | +12.6% | -11.0% | +23.7% | +14.8% |
| 3M | +23.6% | +5.0% | +18.6% | +22.6% |
| 6M | +14.3% | -18.8% | +33.1% | +17.8% |
| YTD | +20.5% | -4.4% | +24.9% | +21.3% |
| 1Y | +37.6% | -21.9% | +59.4% | +42.5% |
| 3Y | +55.5% | -32.8% | +88.3% | +63.3% |
| All | +185.4% | -34.1% | +219.5% | +195.9% |
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