-5.6%
TLT vs VRTX
+31.2%
-36.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.5% |
| 7D | +1.0% | +3.7% | -2.7% | +0.7% |
| 30D | +6.0% | +9.0% | -3.0% | +5.3% |
| 3M | -0.9% | +14.7% | -15.6% | -1.9% |
| 6M | -2.3% | +27.7% | -30.0% | -3.9% |
| YTD | -3.3% | +21.1% | -24.4% | -4.7% |
| 1Y | -5.6% | +30.2% | -35.8% | -7.6% |
| All | -5.6% | +31.2% | -36.8% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling