+177.1%
VRTX vs TRI
-10.1%
+187.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -6.4% | -8.4% | +2.0% | -5.1% |
| 30D | -0.5% | -6.5% | +5.9% | +0.5% |
| 3M | +16.9% | +18.6% | -1.7% | +12.9% |
| 6M | +13.1% | -10.4% | +23.5% | +14.6% |
| YTD | +14.9% | -23.7% | +38.6% | +22.3% |
| 1Y | +31.4% | -42.5% | +73.9% | +52.8% |
| 3Y | +51.9% | -19.3% | +71.2% | +53.0% |
| 5Y | +177.1% | -9.7% | +186.7% | +149.1% |
| All | +177.1% | -10.1% | +187.1% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling