+67.7%
T vs VRTX
+178.3%
-110.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | -1.3% | +0.8% | -2.1% | -1.3% |
| 30D | +11.4% | +12.6% | -1.3% | +10.1% |
| 3M | +14.3% | +23.6% | -9.3% | +11.9% |
| 6M | -9.3% | +14.3% | -23.5% | -10.5% |
| YTD | +7.1% | +20.5% | -13.4% | +4.9% |
| 1Y | -9.1% | +37.6% | -46.7% | -12.4% |
| 3Y | +105.3% | +55.5% | +49.8% | +88.8% |
| All | +67.7% | +178.3% | -110.7% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling