+58.8%
VRTX vs CRL
+42.4%
+16.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.9% |
| 7D | +0.8% | -1.0% | +1.8% | +1.0% |
| 30D | +12.6% | +10.7% | +2.0% | +11.0% |
| 3M | +23.6% | +55.3% | -31.7% | +15.7% |
| 6M | +14.3% | +60.7% | -46.4% | +5.9% |
| YTD | +20.5% | +44.6% | -24.2% | +13.2% |
| 1Y | +37.6% | +77.7% | -40.2% | +25.5% |
| All | +58.8% | +42.4% | +16.3% | +51.8% |
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