-18.3%
TE vs VRTX
+53.6%
-71.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.2% | +13.2% | +10.6% |
| 7D | +18.2% | -3.4% | +21.6% | +18.9% |
| 30D | -13.5% | +6.6% | -20.1% | -14.9% |
| 3M | -44.6% | +19.4% | -64.0% | -47.2% |
| 6M | -24.7% | +15.8% | -40.5% | -27.7% |
| YTD | -24.3% | +16.7% | -40.9% | -27.8% |
| 1Y | +155.6% | +33.8% | +121.7% | +131.0% |
| 3Y | -18.3% | +54.2% | -72.4% | -38.8% |
| All | -18.3% | +53.6% | -71.9% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling