+1,766.9%
T vs VRTX
+11,973.9%
-10,207.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | -7.3% | +11.0% | -18.4% | -8.1% |
| 6M | -11.2% | +28.2% | -39.4% | -13.0% |
| YTD | -8.1% | +21.5% | -29.6% | -9.7% |
| 1Y | -8.0% | +34.5% | -42.5% | -10.4% |
| 3Y | +62.1% | +49.5% | +12.7% | +55.4% |
| 5Y | +55.7% | +188.3% | -132.6% | +41.3% |
| 10Y | +54.1% | +493.1% | -439.0% | +30.9% |
| All | +1,766.9% | +11,973.9% | -10,207.0% | +1,031.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling