+133.4%
VRTX vs TPG
+85.9%
+47.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.2% | -2.7% |
| 7D | -3.4% | -2.9% | -0.6% | -3.0% |
| 30D | +6.6% | +5.0% | +1.6% | +5.8% |
| 3M | +19.4% | +24.9% | -5.5% | +15.4% |
| 6M | +15.8% | +21.1% | -5.3% | +12.2% |
| YTD | +16.7% | -17.3% | +33.9% | +18.8% |
| 1Y | +33.8% | -9.8% | +43.6% | +34.4% |
| 3Y | +54.2% | +95.4% | -41.2% | +34.4% |
| All | +133.4% | +85.9% | +47.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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