+470.4%
VRTX vs TNA
+33.3%
+437.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.6% | +3.7% | -5.3% | -2.2% |
| 30D | +8.0% | +4.4% | +3.7% | +6.9% |
| 3M | +4.3% | -26.7% | +31.0% | +9.1% |
| 6M | +18.9% | -12.8% | +31.7% | +20.2% |
| YTD | +18.8% | +22.7% | -3.9% | +12.5% |
| 1Y | +24.0% | +35.7% | -11.7% | +15.2% |
| 3Y | +42.1% | +134.6% | -92.4% | +12.0% |
| 5Y | +187.6% | -46.0% | +233.6% | +172.2% |
| All | +470.4% | +33.3% | +437.1% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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