+293.8%
TRV vs VRTX
+450.9%
-157.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -1.5% | -7.8% | +6.3% | -0.2% |
| 30D | -1.8% | -2.8% | +1.0% | -1.4% |
| 3M | +21.6% | +18.1% | +3.5% | +18.1% |
| 6M | +22.5% | +3.1% | +19.4% | +21.5% |
| YTD | +28.1% | +13.5% | +14.6% | +24.9% |
| 1Y | +37.0% | +32.4% | +4.6% | +29.9% |
| 3Y | +141.9% | +50.0% | +91.9% | +120.2% |
| 5Y | +158.5% | +172.9% | -14.4% | +109.3% |
| All | +293.8% | +450.9% | -157.0% | +231.4% |
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