+148.6%
TE vs VRTX
+37.4%
+111.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.0% |
| 7D | -4.0% | +0.8% | -4.8% | -3.8% |
| 30D | -15.9% | +12.6% | -28.5% | -14.1% |
| 3M | -60.5% | +23.6% | -84.2% | -59.6% |
| 6M | -35.2% | +14.3% | -49.5% | -34.2% |
| YTD | -31.1% | +20.5% | -51.6% | -27.1% |
| 1Y | +148.6% | +37.6% | +111.1% | +157.3% |
| All | +148.6% | +37.4% | +111.3% | +157.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling