+23,058.7%
TXN vs VRTX
+11,869.8%
+11,188.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.2% |
| 7D | -0.1% | +0.8% | -0.9% | -0.2% |
| 30D | -6.9% | +12.6% | -19.6% | -9.1% |
| 3M | -14.9% | +23.6% | -38.6% | -18.4% |
| 6M | +29.0% | +14.3% | +14.7% | +25.3% |
| YTD | +51.5% | +20.5% | +31.0% | +45.6% |
| 1Y | +41.6% | +37.6% | +4.0% | +32.7% |
| 3Y | +65.8% | +55.5% | +10.3% | +50.0% |
| 5Y | +56.8% | +175.7% | -118.9% | +27.0% |
| 10Y | +387.5% | +474.2% | -86.7% | +239.7% |
| All | +23,058.7% | +11,869.8% | +11,188.9% | +7,084.7% |
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 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