+325.5%
VRTX vs TRU
+238.0%
+87.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -0.6% |
| 7D | +0.8% | -6.8% | +7.6% | +2.6% |
| 30D | +12.6% | 0.0% | +12.6% | +12.5% |
| 3M | +23.6% | +13.3% | +10.3% | +19.3% |
| 6M | +14.3% | +3.4% | +10.8% | +12.3% |
| YTD | +20.5% | -6.4% | +26.8% | +20.6% |
| 1Y | +37.6% | -9.7% | +47.3% | +38.3% |
| 3Y | +55.5% | +0.1% | +55.4% | +45.5% |
| 5Y | +175.7% | -34.0% | +209.8% | +192.7% |
| 10Y | +474.2% | +147.9% | +326.3% | +226.5% |
| All | +325.5% | +238.0% | +87.5% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling