+42.1%
VRTX vs TW
+44.1%
-1.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.8% |
| 7D | -1.6% | +3.9% | -5.5% | -1.8% |
| 30D | +8.0% | +19.9% | -11.9% | +6.8% |
| 3M | +4.3% | +25.9% | -21.7% | +2.7% |
| 6M | +18.9% | +21.1% | -2.3% | +17.5% |
| YTD | +18.8% | +23.9% | -5.1% | +16.6% |
| 1Y | +24.0% | +21.2% | +2.7% | +22.0% |
| 3Y | +42.1% | +44.8% | -2.6% | +37.3% |
| All | +42.1% | +44.1% | -1.9% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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