+443.5%
VRTX vs CRL
+241.6%
+201.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.4% |
| 7D | -3.4% | -0.6% | -2.9% | -3.3% |
| 30D | +6.6% | +5.0% | +1.7% | +5.3% |
| 3M | +19.4% | +50.6% | -31.2% | +6.7% |
| 6M | +15.8% | +60.9% | -45.1% | +0.6% |
| YTD | +16.7% | +40.7% | -24.1% | +4.8% |
| 1Y | +33.8% | +73.3% | -39.5% | +12.9% |
| 3Y | +54.2% | +40.6% | +13.6% | +30.6% |
| 5Y | +176.4% | -37.0% | +213.4% | +206.9% |
| 10Y | +443.5% | +244.3% | +199.2% | +112.5% |
| All | +443.5% | +241.6% | +201.9% | +112.5% |
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