+48.2%
VRTX vs TDY
+45.1%
+3.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -7.8% | -1.9% | -5.9% | -7.4% |
| 30D | -2.8% | -12.5% | +9.7% | +0.1% |
| 3M | +18.1% | -0.8% | +18.9% | +17.8% |
| 6M | +3.1% | -9.0% | +12.1% | +4.9% |
| YTD | +13.5% | +16.8% | -3.3% | +9.3% |
| 1Y | +32.4% | +9.5% | +23.0% | +29.0% |
| All | +48.2% | +45.1% | +3.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling