+55.7%
T vs VRTX
+186.6%
-130.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | -1.7% | +8.0% | -9.7% | -2.4% |
| 3M | -7.3% | +11.0% | -18.4% | -8.3% |
| 6M | -11.2% | +28.2% | -39.4% | -13.4% |
| YTD | -8.1% | +21.5% | -29.6% | -10.0% |
| 1Y | -8.0% | +34.5% | -42.5% | -11.1% |
| 3Y | +62.1% | +49.5% | +12.7% | +50.5% |
| 5Y | +55.7% | +188.3% | -132.6% | +32.7% |
| All | +55.7% | +186.6% | -130.9% | +32.7% |
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