+33,984.8%
TJX vs VRTX
+11,321.8%
+22,663.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -4.0% | -6.4% | +2.4% | -3.3% |
| 30D | -20.3% | -0.5% | -19.8% | -20.3% |
| 3M | -23.3% | +16.9% | -40.2% | -24.5% |
| 6M | -19.7% | +13.1% | -32.8% | -20.9% |
| YTD | -17.1% | +14.9% | -32.1% | -18.5% |
| 1Y | -8.8% | +31.4% | -40.2% | -11.6% |
| 3Y | +43.4% | +51.9% | -8.5% | +36.0% |
| 5Y | +95.2% | +177.1% | -81.8% | +73.8% |
| 10Y | +288.1% | +456.3% | -168.2% | +218.3% |
| All | +33,984.8% | +11,321.8% | +22,663.0% | +18,113.9% |
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 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