-25.0%
TGT vs VRTX
+175.1%
-200.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.0% |
| 7D | -3.6% | -6.4% | +2.8% | -2.7% |
| 30D | +4.4% | -0.5% | +4.9% | +4.5% |
| 3M | +25.4% | +16.9% | +8.5% | +22.5% |
| 6M | +33.4% | +13.1% | +20.3% | +30.8% |
| YTD | +65.6% | +14.9% | +50.6% | +61.7% |
| 1Y | +80.3% | +31.4% | +48.8% | +72.4% |
| 3Y | +42.1% | +51.9% | -9.8% | +27.7% |
| 5Y | -25.0% | +177.1% | -202.1% | -40.9% |
| All | -25.0% | +175.1% | -200.1% | -40.9% |
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