+1,001.8%
TER vs VRTX
+519.5%
+482.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.0% | +12.5% |
| 7D | -5.8% | -0.4% | -5.3% | -5.7% |
| 30D | -38.9% | +8.0% | -46.9% | -40.6% |
| 3M | -35.1% | +11.0% | -46.2% | -37.9% |
| 6M | -31.6% | +28.2% | -59.7% | -38.1% |
| YTD | +27.2% | +21.5% | +5.7% | +16.9% |
| 1Y | +35.2% | +34.5% | +0.7% | +19.8% |
| 3Y | +192.8% | +49.5% | +143.3% | +141.6% |
| 5Y | +72.4% | +188.3% | -115.9% | +9.9% |
| 10Y | +1,001.8% | +493.1% | +508.7% | +536.6% |
| All | +1,001.8% | +519.5% | +482.3% | +536.6% |
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