+43.2%
VRTX vs TRU
+57.8%
-14.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | +11.8% | +20.2% | -8.3% | +8.5% |
| 3M | +3.2% | +2.2% | +1.0% | +2.6% |
| 6M | +21.0% | +17.6% | +3.5% | +17.5% |
| YTD | +19.7% | -5.0% | +24.6% | +19.3% |
| 1Y | +25.0% | -1.0% | +25.9% | +23.6% |
| All | +43.2% | +57.8% | -14.6% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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