+177.1%
VRTX vs TECK
+213.6%
-36.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | -6.4% | +4.9% | -11.3% | -6.8% |
| 30D | -0.5% | +5.2% | -5.7% | -1.0% |
| 3M | +16.9% | +13.8% | +3.1% | +15.5% |
| 6M | +13.1% | +38.5% | -25.4% | +9.6% |
| YTD | +14.9% | +47.3% | -32.4% | +10.7% |
| 1Y | +31.4% | +81.0% | -49.6% | +24.4% |
| 3Y | +51.9% | +79.9% | -28.0% | +42.1% |
| 5Y | +177.1% | +207.9% | -30.8% | +167.0% |
| All | +177.1% | +213.6% | -36.6% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling