+188.2%
VRTX vs TW
+41.2%
+147.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -1.6% | +3.9% | -5.5% | -2.1% |
| 30D | +8.0% | +19.9% | -11.9% | +5.2% |
| 3M | +4.3% | +25.9% | -21.7% | +0.8% |
| 6M | +18.9% | +21.1% | -2.3% | +15.4% |
| YTD | +18.8% | +23.9% | -5.1% | +14.1% |
| 1Y | +24.0% | +21.2% | +2.7% | +19.6% |
| 3Y | +42.1% | +44.8% | -2.6% | +29.2% |
| All | +188.2% | +41.2% | +147.0% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling