+65.5%
T vs VRTX
+44.3%
+21.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +2.5% | -1.6% | +4.1% | +2.6% |
| 30D | -3.8% | +8.0% | -11.8% | -3.9% |
| 3M | -8.7% | +4.3% | -13.0% | -8.8% |
| 6M | -8.1% | +18.9% | -27.0% | -8.4% |
| YTD | -6.4% | +18.8% | -25.3% | -6.8% |
| 1Y | -9.8% | +24.0% | -33.7% | -10.3% |
| 3Y | +65.5% | +42.1% | +23.3% | +63.9% |
| All | +65.5% | +44.3% | +21.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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