+180.5%
TRV vs VRTX
+187.6%
-7.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 3M | +9.4% | +4.3% | +5.1% | +8.6% |
| 6M | +37.7% | +18.9% | +18.8% | +34.1% |
| YTD | +40.6% | +18.8% | +21.8% | +36.5% |
| 1Y | +42.4% | +24.0% | +18.5% | +37.3% |
| 3Y | +148.1% | +42.1% | +106.0% | +129.3% |
| All | +180.5% | +187.6% | -7.0% | +132.0% |
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