+196.6%
VRTX vs TW
+221.1%
-24.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | +0.8% | -2.3% | +3.1% | +1.3% |
| 30D | +12.6% | +3.9% | +8.7% | +11.6% |
| 3M | +23.6% | +5.7% | +17.9% | +21.5% |
| 6M | +14.3% | -14.5% | +28.8% | +17.6% |
| YTD | +20.5% | -0.9% | +21.3% | +19.2% |
| 1Y | +37.6% | -13.5% | +51.1% | +40.7% |
| 3Y | +55.5% | +25.0% | +30.6% | +41.3% |
| 5Y | +175.7% | +22.7% | +153.1% | +146.7% |
| All | +196.6% | +221.1% | -24.5% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling