+557.4%
VRTX vs TPR
+383.4%
+174.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | -2.1% | +14.2% | -16.3% | -3.9% |
| 30D | +8.2% | +17.1% | -8.9% | +5.8% |
| 3M | +13.0% | -17.7% | +30.7% | +15.6% |
| 6M | +27.9% | -10.2% | +38.1% | +29.1% |
| YTD | +20.7% | +4.9% | +15.8% | +19.0% |
| 1Y | +31.4% | +36.1% | -4.7% | +25.1% |
| 3Y | +41.8% | +416.5% | -374.6% | +10.2% |
| 5Y | +183.7% | +254.8% | -71.1% | +126.6% |
| All | +557.4% | +383.4% | +174.0% | +366.8% |
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