+3,220.6%
VRTX vs TRI
+584.3%
+2,636.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | -2.9% | +1.4% | -0.4% |
| 30D | +8.0% | +3.7% | +4.3% | +5.9% |
| 3M | +4.3% | +3.7% | +0.6% | +1.5% |
| 6M | +18.9% | +35.1% | -16.2% | +1.1% |
| YTD | +18.8% | -14.0% | +32.8% | +19.5% |
| 1Y | +24.0% | -19.0% | +42.9% | +28.2% |
| 3Y | +42.1% | -12.0% | +54.1% | +37.6% |
| 5Y | +187.6% | +0.6% | +186.9% | +157.1% |
| 10Y | +485.4% | +225.4% | +260.0% | +185.1% |
| All | +3,220.6% | +584.3% | +2,636.3% | +717.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling