+198.4%
VRTX vs TXG
+22.9%
+175.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -7.8% | +5.0% | -12.8% | -8.2% |
| 30D | -2.8% | +13.5% | -16.4% | -4.0% |
| 3M | +18.1% | +128.0% | -109.9% | +9.5% |
| 6M | +3.1% | +224.4% | -221.4% | -7.7% |
| YTD | +13.5% | +307.0% | -293.5% | -0.6% |
| 1Y | +32.4% | +427.2% | -394.8% | +12.6% |
| 3Y | +50.0% | +40.2% | +9.8% | +39.2% |
| 5Y | +172.9% | -64.0% | +236.9% | +180.5% |
| All | +198.4% | +22.9% | +175.5% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling