-4.2%
TLT vs VRTX
+33.8%
-38.0%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +0.2% |
| 7D | +0.4% | -3.4% | +3.8% | +0.6% |
| 30D | -0.3% | +6.6% | -6.9% | -0.7% |
| 3M | -1.7% | +19.4% | -21.1% | -2.9% |
| 6M | -4.9% | +15.8% | -20.7% | -5.9% |
| YTD | -2.8% | +16.7% | -19.5% | -3.9% |
| 1Y | -4.2% | +33.8% | -38.0% | -6.5% |
| All | -4.2% | +33.8% | -38.0% | -6.5% |
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