-45.4%
TE vs VRTX
+175.1%
-220.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.6% |
| 7D | +15.0% | -6.4% | +21.4% | +16.8% |
| 30D | -7.5% | -0.5% | -7.0% | -7.6% |
| 3M | -42.0% | +16.9% | -58.9% | -44.9% |
| 6M | -31.4% | +13.1% | -44.5% | -34.2% |
| YTD | -26.5% | +14.9% | -41.4% | -30.2% |
| 1Y | +153.1% | +31.4% | +121.7% | +128.0% |
| 3Y | -20.7% | +51.9% | -72.6% | -35.1% |
| 5Y | -45.4% | +177.1% | -222.5% | -60.8% |
| All | -45.4% | +175.1% | -220.6% | -60.8% |
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 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