+177.1%
VRTX vs TRU
-36.4%
+213.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -6.4% | -6.5% | +0.1% | -5.5% |
| 30D | -0.5% | -2.5% | +2.0% | -0.2% |
| 3M | +16.9% | +10.4% | +6.5% | +15.0% |
| 6M | +13.1% | +1.6% | +11.4% | +12.3% |
| YTD | +14.9% | -9.7% | +24.6% | +15.7% |
| 1Y | +31.4% | -17.3% | +48.7% | +33.8% |
| 3Y | +51.9% | -1.8% | +53.7% | +48.7% |
| 5Y | +177.1% | -36.2% | +213.3% | +185.6% |
| All | +177.1% | -36.4% | +213.5% | +185.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling