+202.8%
TER vs VRTX
+178.3%
+24.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +6.0% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -8.3% | +12.6% | -20.9% | -11.5% |
| 3M | -12.2% | +23.6% | -35.8% | -18.2% |
| 6M | +17.1% | +14.3% | +2.8% | +11.6% |
| YTD | +84.7% | +20.5% | +64.2% | +73.0% |
| 1Y | +199.9% | +37.6% | +162.3% | +169.0% |
| 3Y | +232.8% | +55.5% | +177.2% | +175.2% |
| All | +202.8% | +178.3% | +24.5% | +98.7% |
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