+5,767.2%
TRV vs VRTX
+11,869.8%
-6,102.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -0.1% | +0.8% | -1.0% | -0.2% |
| 30D | -3.4% | +12.6% | -16.1% | -4.6% |
| 3M | +26.4% | +23.6% | +2.8% | +23.7% |
| 6M | +19.3% | +14.3% | +5.0% | +17.5% |
| YTD | +28.3% | +20.5% | +7.9% | +25.7% |
| 1Y | +34.3% | +37.6% | -3.3% | +29.7% |
| 3Y | +140.1% | +55.5% | +84.6% | +127.2% |
| 5Y | +155.7% | +175.7% | -20.0% | +127.6% |
| 10Y | +285.5% | +474.2% | -188.7% | +214.5% |
| All | +5,767.2% | +11,869.8% | -6,102.5% | +3,578.6% |
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