+52.3%
VRTX vs TXG
+37.5%
+14.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -3.5% |
| 7D | -3.4% | +9.4% | -12.8% | -4.0% |
| 30D | +6.6% | +26.1% | -19.5% | +5.0% |
| 3M | +19.4% | +124.8% | -105.4% | +13.4% |
| 6M | +15.8% | +215.2% | -199.4% | +7.5% |
| YTD | +16.7% | +302.2% | -285.5% | +6.8% |
| 1Y | +33.8% | +370.9% | -337.1% | +21.0% |
| All | +52.3% | +37.5% | +14.8% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling