+97.3%
TJX vs VRTX
+173.5%
-76.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -4.4% | -7.8% | +3.4% | -3.1% |
| 30D | -18.6% | -2.8% | -15.7% | -18.2% |
| 3M | -24.4% | +18.1% | -42.5% | -26.6% |
| 6M | -20.2% | +3.1% | -23.3% | -20.9% |
| YTD | -16.9% | +13.5% | -30.4% | -19.1% |
| 1Y | -8.5% | +32.4% | -40.9% | -13.5% |
| 3Y | +43.7% | +50.0% | -6.3% | +29.3% |
| 5Y | +97.3% | +172.9% | -75.5% | +56.1% |
| All | +97.3% | +173.5% | -76.1% | +56.1% |
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