+470.4%
VRTX vs TPR
+364.3%
+106.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +8.0% | +15.1% | -7.1% | +5.9% |
| 3M | +4.3% | +3.5% | +0.8% | +3.6% |
| 6M | +18.9% | +0.4% | +18.4% | +18.3% |
| YTD | +18.8% | +4.6% | +14.2% | +17.2% |
| 1Y | +24.0% | +33.1% | -9.2% | +18.5% |
| 3Y | +42.1% | +396.0% | -353.8% | +11.3% |
| 5Y | +187.6% | +230.3% | -42.7% | +132.6% |
| All | +470.4% | +364.3% | +106.1% | +325.2% |
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