+203.4%
TGT vs VRTX
+450.9%
-247.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.9% |
| 7D | -5.0% | -7.8% | +2.7% | -3.7% |
| 30D | +3.0% | -2.8% | +5.9% | +3.5% |
| 3M | +22.6% | +18.1% | +4.5% | +19.0% |
| 6M | +31.2% | +3.1% | +28.1% | +30.1% |
| YTD | +63.7% | +13.5% | +50.2% | +59.3% |
| 1Y | +78.5% | +32.4% | +46.1% | +68.8% |
| 3Y | +40.5% | +50.0% | -9.5% | +26.7% |
| 5Y | -25.6% | +172.9% | -198.5% | -40.9% |
| All | +203.4% | +450.9% | -247.5% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling