+283.6%
TJX vs VRTX
+451.8%
-168.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | -5.6% | +1.0% | -3.6% |
| 30D | -17.2% | -2.0% | -15.2% | -16.9% |
| 3M | -24.9% | +15.8% | -40.7% | -27.1% |
| 6M | -19.7% | +4.7% | -24.3% | -20.6% |
| YTD | -17.2% | +13.7% | -30.9% | -19.6% |
| 1Y | -9.4% | +29.7% | -39.1% | -14.4% |
| 3Y | +43.1% | +48.4% | -5.4% | +29.3% |
| 5Y | +96.7% | +173.3% | -76.6% | +55.8% |
| All | +283.6% | +451.8% | -168.2% | +193.7% |
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