+493.1%
VRTX vs CRL
+400.8%
+92.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -0.5% |
| 7D | -0.4% | +4.4% | -4.8% | -1.8% |
| 30D | +8.0% | +17.1% | -9.1% | +3.1% |
| 3M | +11.0% | +32.1% | -21.0% | +2.6% |
| 6M | +28.2% | +98.9% | -70.8% | +5.7% |
| YTD | +21.5% | +77.1% | -55.6% | +2.3% |
| 1Y | +34.5% | +110.3% | -75.7% | +8.1% |
| 3Y | +49.5% | +108.5% | -59.0% | +13.0% |
| 5Y | +188.3% | -7.9% | +196.1% | +182.0% |
| 10Y | +493.1% | +368.9% | +124.2% | +111.9% |
| All | +493.1% | +400.8% | +92.3% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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