+572.9%
TWLO vs VRTX
+483.3%
+89.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | +4.5% | -1.6% | +6.1% | +5.1% |
| 30D | -22.1% | +8.0% | -30.1% | -24.4% |
| 3M | -15.3% | +4.3% | -19.6% | -17.0% |
| 6M | +9.7% | +18.9% | -9.2% | +2.5% |
| YTD | +48.5% | +18.8% | +29.7% | +38.3% |
| 1Y | +70.3% | +24.0% | +46.4% | +56.1% |
| 3Y | +261.4% | +42.1% | +219.3% | +203.3% |
| 5Y | -30.6% | +187.6% | -218.1% | -57.0% |
| All | +572.9% | +483.3% | +89.5% | +303.7% |
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