-81.0%
TE vs VRTX
+186.8%
-267.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.5% |
| 7D | -26.9% | +3.2% | -30.1% | -27.4% |
| 30D | -38.9% | +7.4% | -46.4% | -40.1% |
| 3M | -61.0% | +4.6% | -65.6% | -61.6% |
| 6M | -66.4% | +27.5% | -93.9% | -68.9% |
| YTD | -69.0% | +20.9% | -89.9% | -71.0% |
| 1Y | -54.0% | +30.1% | -84.1% | -58.1% |
| 3Y | +38.0% | +46.6% | -8.6% | +14.7% |
| 5Y | -81.0% | +191.6% | -272.5% | -85.4% |
| All | -81.0% | +186.8% | -267.8% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling