+71.7%
TER vs VRTX
+187.6%
-115.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -5.2% |
| 7D | +14.4% | -1.6% | +15.9% | +14.8% |
| 30D | -30.6% | +8.0% | -38.6% | -32.0% |
| 3M | -39.2% | +4.3% | -43.5% | -40.2% |
| 6M | -31.3% | +18.9% | -50.2% | -35.4% |
| YTD | +29.1% | +18.8% | +10.3% | +20.9% |
| 1Y | +47.4% | +24.0% | +23.5% | +36.3% |
| 3Y | +191.2% | +42.1% | +149.1% | +148.6% |
| All | +71.7% | +187.6% | -115.9% | +8.8% |
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