-4.6%
TLT vs VRTX
+33.6%
-38.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +5.1% | +8.0% | -2.9% | +4.5% |
| 3M | -0.2% | +11.0% | -11.2% | -1.0% |
| 6M | -2.9% | +28.2% | -31.1% | -4.5% |
| YTD | -2.7% | +21.5% | -24.2% | -4.1% |
| All | -4.6% | +33.6% | -38.2% | -6.6% |
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