+307.6%
TWLO vs VRTX
+450.9%
-143.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | -3.9% | -7.8% | +3.9% | -1.3% |
| 30D | -9.7% | -2.8% | -6.8% | -9.0% |
| 3M | +11.6% | +18.1% | -6.5% | +5.3% |
| 6M | +84.7% | +3.1% | +81.6% | +81.9% |
| YTD | +62.5% | +13.5% | +49.0% | +54.6% |
| 1Y | +121.7% | +32.4% | +89.3% | +100.1% |
| 3Y | +253.0% | +50.0% | +203.0% | +191.8% |
| 5Y | -32.5% | +172.9% | -205.4% | -56.7% |
| All | +307.6% | +450.9% | -143.2% | +132.4% |
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