+177.1%
VRTX vs TXG
-63.6%
+240.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.0% | -1.7% |
| 7D | -6.4% | +9.1% | -15.5% | -7.0% |
| 30D | -0.5% | +14.9% | -15.4% | -1.6% |
| 3M | +16.9% | +120.0% | -103.1% | +10.0% |
| 6M | +13.1% | +221.8% | -208.7% | +3.1% |
| YTD | +14.9% | +312.6% | -297.6% | +2.8% |
| 1Y | +31.4% | +398.4% | -367.0% | +15.3% |
| 3Y | +51.9% | +42.1% | +9.8% | +42.5% |
| 5Y | +177.1% | -63.5% | +240.5% | +167.8% |
| All | +177.1% | -63.6% | +240.7% | +167.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling