+5,794.9%
TGT vs VRTX
+11,869.8%
-6,074.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | +12.2% | +12.6% | -0.5% | +10.8% |
| 3M | +33.8% | +23.6% | +10.2% | +30.7% |
| 6M | +39.3% | +14.3% | +25.0% | +37.1% |
| YTD | +72.9% | +20.5% | +52.4% | +69.0% |
| 1Y | +84.6% | +37.6% | +47.0% | +77.8% |
| 3Y | +46.2% | +55.5% | -9.3% | +37.7% |
| 5Y | -21.3% | +175.7% | -197.1% | -30.5% |
| 10Y | +213.5% | +474.2% | -260.7% | +152.3% |
| All | +5,794.9% | +11,869.8% | -6,074.9% | +2,909.4% |
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