+58.5%
VRTX vs TLN
+602.5%
-544.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -5.9% | -3.2% |
| 7D | -3.4% | +10.9% | -14.3% | -3.5% |
| 30D | +6.6% | -6.3% | +12.9% | +6.7% |
| 3M | +19.4% | -10.7% | +30.1% | +19.4% |
| 6M | +15.8% | +1.6% | +14.2% | +15.5% |
| YTD | +16.7% | -13.1% | +29.8% | +16.5% |
| 1Y | +33.8% | -15.1% | +48.9% | +33.6% |
| 3Y | +54.2% | +495.0% | -440.8% | +43.8% |
| All | +58.5% | +602.5% | -544.0% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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