+212.3%
VRTX vs TXG
+7.8%
+204.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -1.6% | -1.8% | +0.3% | -1.4% |
| 30D | +8.0% | -20.4% | +28.4% | +9.6% |
| 3M | +4.3% | +0.1% | +4.2% | +3.3% |
| 6M | +18.9% | +176.2% | -157.3% | +7.3% |
| YTD | +18.8% | +256.8% | -238.0% | +4.3% |
| 1Y | +24.0% | +255.9% | -231.9% | +8.6% |
| 3Y | +42.1% | +60.2% | -18.1% | +29.0% |
| 5Y | +187.6% | -65.1% | +252.7% | +193.2% |
| All | +212.3% | +7.8% | +204.6% | +152.0% |
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