-44.8%
TOST vs VRTX
+194.4%
-239.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +3.0% | +3.2% | -0.3% | +1.9% |
| 30D | +10.3% | +7.4% | +2.8% | +7.6% |
| 3M | -3.3% | +4.6% | -7.9% | -4.9% |
| 6M | +37.8% | +27.5% | +10.3% | +26.8% |
| YTD | -2.8% | +20.9% | -23.6% | -9.6% |
| 1Y | -9.6% | +30.1% | -39.7% | -18.1% |
| 3Y | +144.6% | +46.6% | +98.0% | +101.8% |
| 5Y | -31.0% | +191.6% | -222.5% | -48.9% |
| All | -44.8% | +194.4% | -239.2% | -58.7% |
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