+493.1%
VRTX vs TAP
-49.5%
+542.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -0.4% | -7.8% | +7.4% | +1.2% |
| 30D | +8.0% | +7.1% | +0.9% | +6.4% |
| 3M | +11.0% | -7.0% | +18.1% | +12.3% |
| 6M | +28.2% | -3.8% | +32.0% | +28.5% |
| YTD | +21.5% | -11.7% | +33.2% | +23.5% |
| 1Y | +34.5% | -10.1% | +44.6% | +36.1% |
| 3Y | +49.5% | -23.7% | +73.2% | +54.9% |
| 5Y | +188.3% | +2.9% | +185.4% | +175.7% |
| 10Y | +493.1% | -49.5% | +542.6% | +529.2% |
| All | +493.1% | -49.5% | +542.6% | +529.2% |
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