+17.3%
TFC vs VRTX
+178.3%
-161.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | +2.4% | +0.8% | +1.6% | +2.3% |
| 30D | -1.3% | +12.6% | -13.9% | -3.4% |
| 3M | +6.1% | +23.6% | -17.6% | +2.0% |
| 6M | +7.3% | +14.3% | -6.9% | +4.6% |
| YTD | +8.2% | +20.5% | -12.3% | +4.1% |
| 1Y | +14.4% | +37.6% | -23.2% | +7.3% |
| 3Y | +93.7% | +55.5% | +38.2% | +71.5% |
| All | +17.3% | +178.3% | -161.1% | -3.1% |
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