-80.5%
TE vs VRTX
+132.5%
-213.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -19.1% | -1.6% | -17.5% | -18.9% |
| 30D | -34.1% | +8.0% | -42.2% | -35.0% |
| 3M | -60.1% | +4.3% | -64.4% | -60.5% |
| 6M | -66.0% | +18.9% | -84.8% | -67.2% |
| YTD | -71.4% | +18.8% | -90.2% | -72.5% |
| 1Y | -45.3% | +24.0% | -69.2% | -47.9% |
| 3Y | +9.1% | +42.1% | -33.0% | -0.2% |
| 5Y | -82.6% | +187.6% | -270.2% | -85.1% |
| All | -80.5% | +132.5% | -213.0% | -83.3% |
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 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