-45.7%
TOST vs VRTX
+193.4%
-239.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | -3.4% | +0.8% | -4.2% | -3.7% |
| 30D | -2.4% | +12.6% | -15.1% | -6.3% |
| 3M | +34.6% | +23.6% | +11.0% | +25.5% |
| 6M | +15.2% | +14.3% | +0.9% | +9.7% |
| YTD | -4.4% | +20.5% | -24.9% | -10.9% |
| 1Y | -17.4% | +37.6% | -55.0% | -26.5% |
| 3Y | +54.5% | +55.5% | -1.1% | +24.2% |
| All | -45.7% | +193.4% | -239.1% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling