-43.8%
TOST vs VRTX
+191.5%
-235.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +11.6% | +0.5% | +11.2% | +11.4% |
| 30D | +16.2% | +8.0% | +8.2% | +13.2% |
| 3M | +1.0% | +11.9% | -10.9% | -2.8% |
| 6M | +23.2% | +27.8% | -4.6% | +13.2% |
| YTD | -1.0% | +19.7% | -20.6% | -7.6% |
| 1Y | -9.9% | +30.1% | -40.0% | -18.3% |
| 3Y | +101.0% | +44.2% | +56.8% | +66.9% |
| 5Y | -40.4% | +181.3% | -221.7% | -55.7% |
| All | -43.8% | +191.5% | -235.2% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling