+493.1%
VRTX vs TXT
+115.3%
+377.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -0.4% | -3.5% | +3.1% | +0.3% |
| 30D | +8.0% | +15.2% | -7.2% | +4.7% |
| 3M | +11.0% | -4.5% | +15.5% | +11.8% |
| 6M | +28.2% | -6.1% | +34.3% | +29.2% |
| YTD | +21.5% | -2.0% | +23.5% | +20.9% |
| 1Y | +34.5% | +4.2% | +30.3% | +32.1% |
| 3Y | +49.5% | +14.4% | +35.1% | +42.5% |
| 5Y | +188.3% | +12.3% | +176.0% | +171.5% |
| 10Y | +493.1% | +101.8% | +391.3% | +436.1% |
| All | +493.1% | +115.3% | +377.8% | +436.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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