+2,584.7%
TFC vs VRTX
+11,891.0%
-9,306.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.0% |
| 7D | +1.2% | -2.1% | +3.3% | +1.4% |
| 30D | +8.3% | +8.2% | +0.1% | +7.4% |
| 3M | -5.2% | +13.0% | -18.2% | -6.5% |
| 6M | -0.8% | +27.9% | -28.7% | -3.6% |
| YTD | +3.4% | +20.7% | -17.2% | +1.0% |
| 1Y | +17.0% | +31.4% | -14.4% | +13.2% |
| 3Y | +86.2% | +41.8% | +44.3% | +77.0% |
| 5Y | -2.3% | +183.7% | -186.0% | -14.1% |
| 10Y | +93.9% | +592.9% | -499.0% | +53.3% |
| All | +2,584.7% | +11,891.0% | -9,306.3% | +1,358.0% |
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 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