-0.8%
TOST vs VRTX
+31.2%
-31.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.0% | +4.5% |
| 7D | +10.7% | +3.7% | +7.1% | +9.5% |
| 30D | +17.7% | +9.0% | +8.7% | +14.8% |
| 3M | +4.6% | +14.7% | -10.1% | +0.8% |
| 6M | +20.3% | +27.7% | -7.5% | +13.6% |
| YTD | -0.4% | +21.1% | -21.5% | -6.8% |
| 1Y | -0.8% | +30.2% | -31.0% | -10.0% |
| All | -0.8% | +31.2% | -31.9% | -10.0% |
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