+238.5%
TER vs VRTX
+54.9%
+183.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +5.8% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -8.3% | +12.6% | -20.9% | -10.6% |
| 3M | -12.2% | +23.6% | -35.8% | -16.8% |
| 6M | +17.1% | +14.3% | +2.8% | +12.9% |
| YTD | +84.7% | +20.5% | +64.2% | +75.7% |
| 1Y | +199.9% | +37.6% | +162.3% | +176.4% |
| All | +238.5% | +54.9% | +183.6% | +188.9% |
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