-46.4%
TOST vs VRTX
+191.5%
-237.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | +8.5% | +11.8% | -3.3% | +4.5% |
| 3M | -1.6% | +3.2% | -4.8% | -2.8% |
| 6M | +44.1% | +21.0% | +23.1% | +35.0% |
| YTD | -5.6% | +19.7% | -25.3% | -11.9% |
| 1Y | -12.6% | +25.0% | -37.5% | -19.7% |
| 3Y | +137.6% | +45.2% | +92.3% | +96.6% |
| 5Y | -30.4% | +189.7% | -220.1% | -48.4% |
| All | -46.4% | +191.5% | -237.9% | -59.8% |
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