-44.5%
TOST vs VRTX
+193.9%
-238.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +9.4% | -2.1% | +11.5% | +10.2% |
| 30D | +13.5% | +8.2% | +5.3% | +10.5% |
| 3M | -0.1% | +13.0% | -13.2% | -4.3% |
| 6M | +22.5% | +27.9% | -5.5% | +12.5% |
| YTD | -2.4% | +20.7% | -23.0% | -9.1% |
| 1Y | -4.7% | +31.4% | -36.1% | -13.9% |
| 3Y | +103.2% | +41.8% | +61.4% | +70.3% |
| 5Y | -41.2% | +183.7% | -224.9% | -56.4% |
| All | -44.5% | +193.9% | -238.5% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling