+12,036.0%
VRTX vs CLX
+2,456.9%
+9,579.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | +0.8% | -9.2% | +10.1% | +3.4% |
| 30D | +12.6% | -11.0% | +23.7% | +16.2% |
| 3M | +23.6% | +5.0% | +18.6% | +21.6% |
| 6M | +14.3% | -18.8% | +33.1% | +20.0% |
| YTD | +20.5% | -4.4% | +24.9% | +20.9% |
| 1Y | +37.6% | -21.9% | +59.4% | +45.4% |
| 3Y | +55.5% | -32.8% | +88.3% | +68.7% |
| 5Y | +175.7% | -34.6% | +210.3% | +195.3% |
| 10Y | +474.2% | -4.7% | +478.9% | +434.8% |
| All | +12,036.0% | +2,456.9% | +9,579.1% | +4,967.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling