-44.5%
TOST vs VRTX
+189.4%
-233.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | +16.2% | +8.0% | +8.1% | +13.2% |
| 3M | -1.5% | +4.3% | -5.8% | -3.0% |
| 6M | +55.3% | +18.9% | +36.4% | +46.3% |
| YTD | -2.3% | +18.8% | -21.1% | -8.6% |
| 1Y | -5.5% | +24.0% | -29.5% | -13.0% |
| 3Y | +151.1% | +42.1% | +109.0% | +109.7% |
| 5Y | -27.9% | +187.6% | -215.5% | -46.4% |
| All | -44.5% | +189.4% | -233.9% | -58.3% |
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