+131.2%
TLT vs VRTX
+2,856.8%
-2,725.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.1% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | -0.6% | +12.6% | -13.2% | -0.1% |
| 3M | -2.7% | +23.6% | -26.4% | -1.9% |
| 6M | -5.6% | +14.3% | -19.9% | -5.1% |
| YTD | -2.8% | +20.5% | -23.2% | -2.0% |
| 1Y | -1.4% | +37.6% | -39.0% | -0.1% |
| 3Y | -1.6% | +55.5% | -57.1% | +0.6% |
| 5Y | -33.8% | +175.7% | -209.6% | -30.5% |
| 10Y | -21.1% | +474.2% | -495.3% | -13.4% |
| All | +131.2% | +2,856.8% | -2,725.6% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling