+400.7%
TXN vs VRTX
+450.9%
-50.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | +2.0% | -7.8% | +9.7% | +4.3% |
| 30D | -8.0% | -2.8% | -5.1% | -7.4% |
| 3M | -7.8% | +18.1% | -25.9% | -12.7% |
| 6M | +32.4% | +3.1% | +29.3% | +30.2% |
| YTD | +51.7% | +13.5% | +38.2% | +44.5% |
| 1Y | +44.3% | +32.4% | +11.9% | +31.1% |
| 3Y | +71.3% | +50.0% | +21.3% | +45.1% |
| 5Y | +56.4% | +172.9% | -116.5% | +7.4% |
| All | +400.7% | +450.9% | -50.2% | +227.1% |
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