-18.4%
TSCO vs VRTX
+49.8%
-68.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.2% |
| 7D | -3.1% | -7.8% | +4.7% | -1.8% |
| 30D | -4.4% | -2.8% | -1.5% | -3.9% |
| 3M | +9.7% | +18.1% | -8.4% | +6.2% |
| 6M | -32.4% | +3.1% | -35.5% | -33.0% |
| YTD | -31.7% | +13.5% | -45.2% | -33.4% |
| 1Y | -41.3% | +32.4% | -73.7% | -44.1% |
| All | -18.4% | +49.8% | -68.3% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling