+471.3%
VRTX vs TAP
-50.2%
+521.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +0.8% | -2.3% | +3.1% | +1.3% |
| 30D | +12.6% | -2.1% | +14.8% | +13.0% |
| 3M | +23.6% | +6.6% | +17.0% | +21.7% |
| 6M | +14.3% | -11.5% | +25.8% | +16.5% |
| YTD | +20.5% | -10.3% | +30.7% | +22.2% |
| 1Y | +37.6% | -14.4% | +52.0% | +40.7% |
| 3Y | +55.5% | -28.3% | +83.8% | +63.6% |
| 5Y | +175.7% | +1.7% | +174.0% | +164.5% |
| All | +471.3% | -50.2% | +521.4% | +519.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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