+3,910.6%
VRTX vs TDY
+7,071.3%
-3,160.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -2.9% |
| 7D | -3.4% | -0.9% | -2.5% | -3.2% |
| 30D | +6.6% | -12.5% | +19.1% | +11.0% |
| 3M | +19.4% | -1.2% | +20.6% | +19.5% |
| 6M | +15.8% | -6.6% | +22.4% | +17.7% |
| YTD | +16.7% | +18.5% | -1.8% | +9.9% |
| 1Y | +33.8% | +10.8% | +23.1% | +28.6% |
| 3Y | +54.2% | +47.5% | +6.7% | +33.7% |
| 5Y | +176.4% | +35.8% | +140.6% | +142.7% |
| 10Y | +443.5% | +459.0% | -15.4% | +192.8% |
| All | +3,910.6% | +7,071.3% | -3,160.7% | +1,145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling