+474.7%
VRTX vs TECK
+203.4%
+271.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.4% |
| 7D | 0.0% | +2.1% | -2.1% | -0.3% |
| 30D | +11.8% | -8.9% | +20.7% | +12.9% |
| 3M | +3.2% | -7.1% | +10.3% | +3.8% |
| 6M | +21.0% | -7.0% | +28.0% | +21.3% |
| YTD | +19.7% | +28.3% | -8.7% | +15.0% |
| 1Y | +25.0% | +40.6% | -15.6% | +18.6% |
| 3Y | +45.2% | +78.2% | -33.0% | +31.5% |
| 5Y | +189.7% | +129.5% | +60.2% | +146.5% |
| All | +474.7% | +203.4% | +271.2% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling