+201.6%
TGT vs VRTX
+483.3%
-281.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | +2.6% | -1.6% | +4.2% | +2.9% |
| 30D | +4.7% | +8.0% | -3.4% | +3.4% |
| 3M | +4.6% | +4.3% | +0.3% | +3.8% |
| 6M | +34.9% | +18.9% | +16.0% | +30.7% |
| YTD | +70.9% | +18.8% | +52.1% | +65.0% |
| 1Y | +84.4% | +24.0% | +60.4% | +76.6% |
| 3Y | +69.1% | +42.1% | +27.0% | +54.7% |
| 5Y | -26.9% | +187.6% | -214.5% | -42.4% |
| All | +201.6% | +483.3% | -281.7% | +122.5% |
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