+154.5%
TRV vs VRTX
+175.1%
-20.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +0.2% | -6.4% | +6.6% | +1.1% |
| 30D | -2.3% | -0.5% | -1.8% | -2.3% |
| 3M | +22.7% | +16.9% | +5.8% | +19.8% |
| 6M | +21.9% | +13.1% | +8.9% | +19.5% |
| YTD | +27.5% | +14.9% | +12.5% | +24.4% |
| 1Y | +36.2% | +31.4% | +4.8% | +30.2% |
| 3Y | +140.6% | +51.9% | +88.7% | +118.7% |
| 5Y | +154.5% | +177.1% | -22.5% | +110.5% |
| All | +154.5% | +175.1% | -20.6% | +110.5% |
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