+2,708.1%
TFC vs VRTX
+11,869.8%
-9,161.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | +2.4% | +0.8% | +1.6% | +2.3% |
| 30D | -1.3% | +12.6% | -13.9% | -2.6% |
| 3M | +6.1% | +23.6% | -17.6% | +3.5% |
| 6M | +7.3% | +14.3% | -6.9% | +5.6% |
| YTD | +8.2% | +20.5% | -12.3% | +5.7% |
| 1Y | +14.4% | +37.6% | -23.2% | +10.1% |
| 3Y | +93.7% | +55.5% | +38.2% | +82.5% |
| 5Y | +16.4% | +175.7% | -159.4% | +2.7% |
| 10Y | +101.6% | +474.2% | -372.6% | +62.2% |
| All | +2,708.1% | +11,869.8% | -9,161.7% | +1,426.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling