+184.1%
VRTX vs TAP
+2.2%
+182.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +0.8% | -2.3% | +3.1% | +1.1% |
| 30D | +12.6% | -2.1% | +14.8% | +12.9% |
| 3M | +23.6% | +6.6% | +17.0% | +22.2% |
| 6M | +14.3% | -11.5% | +25.8% | +16.0% |
| YTD | +20.5% | -10.3% | +30.7% | +21.8% |
| 1Y | +37.6% | -14.4% | +52.0% | +40.1% |
| 3Y | +55.5% | -28.3% | +83.8% | +62.5% |
| All | +184.1% | +2.2% | +182.0% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling