+494.6%
VRTX vs TPR
+378.8%
+115.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -0.4% | +6.4% | -6.8% | -1.2% |
| 30D | +7.9% | +13.8% | -5.9% | +5.9% |
| 3M | +3.3% | -16.6% | +19.9% | +5.4% |
| 6M | +25.7% | +0.7% | +25.0% | +25.0% |
| YTD | +20.7% | +5.3% | +15.3% | +19.0% |
| 1Y | +27.4% | +32.4% | -4.9% | +21.9% |
| 3Y | +46.4% | +406.4% | -360.0% | +14.2% |
| 5Y | +194.3% | +227.9% | -33.6% | +138.1% |
| 10Y | +494.6% | +371.7% | +122.9% | +334.8% |
| All | +494.6% | +378.8% | +115.8% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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