-79.9%
TE vs VRTX
+134.2%
-214.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.8% | -6.7% | -7.4% |
| 7D | -13.6% | 0.0% | -13.6% | -13.6% |
| 30D | -37.7% | +11.8% | -49.5% | -38.8% |
| 3M | -59.8% | +3.2% | -63.0% | -60.1% |
| 6M | -66.3% | +21.0% | -87.4% | -67.7% |
| YTD | -70.5% | +19.7% | -90.2% | -71.7% |
| 1Y | -48.8% | +25.0% | -73.8% | -51.4% |
| 3Y | +31.3% | +45.2% | -13.9% | +19.7% |
| 5Y | -82.0% | +189.7% | -271.8% | -84.6% |
| All | -79.9% | +134.2% | -214.1% | -82.8% |
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