-20.7%
TLT vs VRTX
+452.7%
-473.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | -0.1% |
| 7D | +0.4% | -3.4% | +3.8% | +0.3% |
| 30D | -0.3% | +6.6% | -6.9% | -0.2% |
| 3M | -1.7% | +19.4% | -21.1% | -1.4% |
| 6M | -4.9% | +15.8% | -20.7% | -4.6% |
| YTD | -2.8% | +16.7% | -19.5% | -2.4% |
| 1Y | -4.2% | +33.8% | -38.0% | -3.5% |
| 3Y | -1.1% | +54.2% | -55.3% | +0.8% |
| 5Y | -33.7% | +176.4% | -210.1% | -29.9% |
| 10Y | -20.7% | +443.5% | -464.2% | -12.7% |
| All | -20.7% | +452.7% | -473.4% | -12.7% |
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