+206.7%
VRTX vs TXG
+21.5%
+185.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -3.6% |
| 7D | -3.4% | +9.4% | -12.8% | -4.2% |
| 30D | +6.6% | +26.1% | -19.5% | +4.4% |
| 3M | +19.4% | +124.8% | -105.4% | +10.8% |
| 6M | +15.8% | +215.2% | -199.4% | +3.9% |
| YTD | +16.7% | +302.2% | -285.5% | +2.3% |
| 1Y | +33.8% | +370.9% | -337.1% | +14.9% |
| 3Y | +54.2% | +38.5% | +15.7% | +43.2% |
| 5Y | +176.4% | -64.4% | +240.7% | +184.4% |
| All | +206.7% | +21.5% | +185.2% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling