+50.1%
VRTX vs TRI
-19.2%
+69.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.3% |
| 7D | -6.4% | -8.4% | +2.0% | -5.5% |
| 30D | -0.5% | -6.5% | +5.9% | +0.1% |
| 3M | +16.9% | +18.6% | -1.7% | +14.6% |
| 6M | +13.1% | -10.4% | +23.5% | +14.2% |
| YTD | +14.9% | -23.7% | +38.6% | +21.2% |
| 1Y | +31.4% | -42.5% | +73.9% | +48.7% |
| All | +50.1% | -19.2% | +69.3% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling