-7.0%
TLT vs VRTX
+24.1%
-31.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -3.1% | -1.6% | -1.5% | -3.0% |
| 30D | +1.0% | +8.0% | -7.0% | +0.5% |
| 3M | -2.7% | +4.3% | -7.0% | -3.0% |
| 6M | -4.1% | +18.9% | -23.0% | -5.3% |
| YTD | -5.4% | +18.8% | -24.2% | -6.5% |
| 1Y | -7.0% | +24.0% | -31.0% | -8.4% |
| All | -7.0% | +24.1% | -31.1% | -8.4% |
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