+54.6%
TER vs VRTX
+183.5%
-128.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.4% |
| 7D | -20.5% | -2.1% | -18.4% | -20.1% |
| 30D | -47.0% | +8.2% | -55.2% | -48.1% |
| 3M | -43.3% | +13.0% | -56.3% | -45.5% |
| 6M | -42.9% | +27.9% | -70.8% | -47.5% |
| YTD | +12.9% | +20.7% | -7.8% | +5.4% |
| 1Y | +18.2% | +31.4% | -13.3% | +7.4% |
| 3Y | +151.8% | +41.8% | +110.0% | +115.7% |
| All | +54.6% | +183.5% | -128.9% | -2.0% |
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