+181.2%
VRTX vs TW
+20.1%
+161.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.1% | -2.7% |
| 7D | -3.4% | -3.5% | +0.1% | -2.9% |
| 30D | +6.6% | +0.5% | +6.1% | +6.5% |
| 3M | +19.4% | +4.9% | +14.5% | +18.1% |
| 6M | +15.8% | -17.1% | +32.9% | +19.0% |
| YTD | +16.7% | -3.9% | +20.5% | +16.3% |
| 1Y | +33.8% | -13.3% | +47.1% | +36.0% |
| 3Y | +54.2% | +20.9% | +33.3% | +42.9% |
| All | +181.2% | +20.1% | +161.1% | +150.4% |
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