-25.8%
TE vs VRTX
+31.2%
-57.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.4% | -7.0% | -3.0% |
| 7D | +3.8% | +3.7% | +0.1% | +4.2% |
| 30D | -26.2% | +9.0% | -35.3% | -25.4% |
| 3M | -49.7% | +14.7% | -64.4% | -48.9% |
| 6M | -46.5% | +27.7% | -74.2% | -46.1% |
| YTD | -59.1% | +21.1% | -80.2% | -56.8% |
| 1Y | -25.8% | +30.2% | -56.0% | -20.0% |
| All | -25.8% | +31.2% | -57.0% | -20.0% |
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