-29.5%
TOST vs VRTX
+191.0%
-220.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | +8.9% | +7.9% | +1.0% | +6.1% |
| 3M | -2.2% | +3.3% | -5.5% | -3.5% |
| 6M | +41.0% | +25.7% | +15.3% | +30.3% |
| YTD | -4.0% | +20.7% | -24.6% | -10.6% |
| 1Y | -9.6% | +27.4% | -37.0% | -17.5% |
| 3Y | +141.7% | +46.4% | +95.3% | +99.1% |
| 5Y | -29.5% | +194.3% | -223.8% | -44.9% |
| All | -29.5% | +191.0% | -220.5% | -44.9% |
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