+3,195.6%
VRTX vs TKO
+1,406.3%
+1,789.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | -6.4% | +0.7% | -7.1% | -6.6% |
| 30D | -0.5% | +0.9% | -1.4% | -0.9% |
| 3M | +16.9% | -6.2% | +23.1% | +18.1% |
| 6M | +13.1% | -5.6% | +18.7% | +13.9% |
| YTD | +14.9% | -7.8% | +22.8% | +16.1% |
| 1Y | +31.4% | -1.2% | +32.6% | +30.4% |
| 3Y | +51.9% | +106.5% | -54.6% | +24.1% |
| 5Y | +177.1% | +310.4% | -133.3% | +88.5% |
| 10Y | +456.3% | +987.5% | -531.3% | +173.6% |
| All | +3,195.6% | +1,406.3% | +1,789.3% | +834.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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