+42.1%
VRTX vs CRL
+97.9%
-55.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +8.0% | +11.9% | -3.9% | +5.7% |
| 3M | +4.3% | +20.2% | -15.9% | +0.9% |
| 6M | +18.9% | +107.5% | -88.7% | +5.9% |
| YTD | +18.8% | +69.4% | -50.6% | +8.4% |
| 1Y | +24.0% | +99.7% | -75.8% | +10.5% |
| 3Y | +42.1% | +98.8% | -56.6% | +56.7% |
| All | +42.1% | +97.9% | -55.8% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling