+63.9%
VRTX vs TLN
+630.2%
-566.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.2% | +0.9% |
| 7D | -2.1% | -1.3% | -0.8% | -2.1% |
| 30D | +8.2% | -10.5% | +18.7% | +8.2% |
| 3M | +13.0% | +0.1% | +12.9% | +12.9% |
| 6M | +27.9% | -17.4% | +45.3% | +28.0% |
| YTD | +20.7% | -9.7% | +30.3% | +20.4% |
| 1Y | +31.4% | -12.3% | +43.7% | +31.1% |
| 3Y | +41.8% | +528.3% | -486.5% | +32.1% |
| All | +63.9% | +630.2% | -566.3% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling