+1,027.5%
VRTX vs CRL
+1,379.5%
-352.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.5% |
| 7D | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | +12.6% | +10.7% | +2.0% | +8.7% |
| 3M | +23.6% | +55.3% | -31.7% | +5.1% |
| 6M | +14.3% | +60.7% | -46.4% | -5.5% |
| YTD | +20.5% | +44.6% | -24.2% | +2.9% |
| 1Y | +37.6% | +77.7% | -40.2% | +8.3% |
| 3Y | +55.5% | +37.6% | +17.9% | +23.8% |
| 5Y | +175.7% | -35.8% | +211.6% | +180.7% |
| 10Y | +474.2% | +241.7% | +232.5% | +168.2% |
| All | +1,027.5% | +1,379.5% | -352.0% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling