+172.9%
VRTX vs TDY
+34.3%
+138.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -7.8% | -1.9% | -5.9% | -7.3% |
| 30D | -2.8% | -12.5% | +9.7% | +0.8% |
| 3M | +18.1% | -0.8% | +18.9% | +17.9% |
| 6M | +3.1% | -9.0% | +12.1% | +5.4% |
| YTD | +13.5% | +16.8% | -3.3% | +7.9% |
| 1Y | +32.4% | +9.5% | +23.0% | +28.0% |
| 3Y | +50.0% | +45.4% | +4.6% | +31.3% |
| 5Y | +172.9% | +37.8% | +135.1% | +135.7% |
| All | +172.9% | +34.3% | +138.6% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling