-53.4%
TE vs VRTX
+122.1%
-175.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.5% | -6.5% |
| 7D | +0.9% | -7.8% | +8.7% | +2.2% |
| 30D | -16.3% | -2.8% | -13.4% | -16.0% |
| 3M | -40.8% | +18.1% | -58.8% | -42.8% |
| 6M | -42.6% | +3.1% | -45.7% | -43.2% |
| YTD | -31.4% | +13.5% | -44.9% | -33.5% |
| 1Y | +144.9% | +32.4% | +112.5% | +129.4% |
| 3Y | -26.0% | +50.0% | -76.0% | -32.6% |
| 5Y | -48.5% | +172.9% | -221.4% | -55.4% |
| All | -53.4% | +122.1% | -175.5% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling