+344.9%
TRV vs VRTX
+483.3%
-138.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | +2.0% | -1.6% | +3.6% | +2.3% |
| 30D | +6.7% | +8.0% | -1.3% | +5.3% |
| 3M | +9.4% | +4.3% | +5.1% | +8.4% |
| 6M | +37.7% | +18.9% | +18.8% | +33.4% |
| YTD | +40.6% | +18.8% | +21.8% | +35.7% |
| 1Y | +42.4% | +24.0% | +18.5% | +36.4% |
| 3Y | +148.1% | +42.1% | +106.0% | +127.6% |
| 5Y | +181.7% | +187.6% | -5.9% | +124.0% |
| All | +344.9% | +483.3% | -138.4% | +260.1% |
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