+188.2%
VRTX vs TAP
+0.6%
+187.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -4.0% | -1.2% |
| 7D | -1.6% | +1.3% | -2.8% | -1.7% |
| 30D | +8.0% | +5.7% | +2.3% | +7.1% |
| 3M | +4.3% | -1.9% | +6.2% | +4.4% |
| 6M | +18.9% | +0.9% | +17.9% | +18.3% |
| YTD | +18.8% | -9.5% | +28.3% | +19.9% |
| 1Y | +24.0% | -9.0% | +32.9% | +24.9% |
| 3Y | +42.1% | -22.2% | +64.4% | +46.6% |
| All | +188.2% | +0.6% | +187.6% | +186.1% |
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