+3,267.0%
VRTX vs TRI
+561.6%
+2,705.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | +0.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +12.6% | +7.9% | +4.8% | +8.8% |
| 3M | +23.6% | +24.1% | -0.4% | +11.0% |
| 6M | +14.3% | +3.8% | +10.5% | +8.3% |
| YTD | +20.5% | -16.9% | +37.3% | +23.9% |
| 1Y | +37.6% | -38.4% | +76.0% | +62.2% |
| 3Y | +55.5% | -12.2% | +67.8% | +51.5% |
| 5Y | +175.7% | -1.8% | +177.5% | +150.7% |
| 10Y | +474.2% | +207.6% | +266.6% | +189.7% |
| All | +3,267.0% | +561.6% | +2,705.3% | +748.3% |
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