+5,708.6%
TGT vs VRTX
+11,793.0%
-6,084.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +6.6% | +11.8% | -5.2% | +5.4% |
| 3M | +5.2% | +3.2% | +2.0% | +4.9% |
| 6M | +35.3% | +21.0% | +14.3% | +32.5% |
| YTD | +70.3% | +19.7% | +50.6% | +66.6% |
| 1Y | +81.2% | +25.0% | +56.2% | +76.4% |
| 3Y | +66.9% | +45.2% | +21.7% | +58.4% |
| 5Y | -27.2% | +189.7% | -216.9% | -36.0% |
| 10Y | +206.6% | +489.8% | -283.2% | +146.5% |
| All | +5,708.6% | +11,793.0% | -6,084.4% | +2,867.8% |
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