+474.5%
VRTX vs TPR
+386.9%
+87.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +3.2% | +12.1% | -8.8% | +1.6% |
| 30D | +7.4% | +16.7% | -9.3% | +5.1% |
| 3M | +4.6% | -17.4% | +22.0% | +6.9% |
| 6M | +27.5% | +2.3% | +25.2% | +26.5% |
| YTD | +20.9% | +7.1% | +13.7% | +18.9% |
| 1Y | +30.1% | +29.5% | +0.6% | +24.7% |
| 3Y | +46.6% | +415.0% | -368.4% | +14.2% |
| 5Y | +191.6% | +261.5% | -69.9% | +132.6% |
| 10Y | +474.5% | +383.3% | +91.2% | +316.2% |
| All | +474.5% | +386.9% | +87.7% | +316.2% |
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