+41.8%
VRTX vs TXT
+7.8%
+34.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | -2.1% | -2.5% | +0.4% | -1.6% |
| 30D | +8.2% | +14.4% | -6.2% | +5.0% |
| 3M | +13.0% | -4.9% | +18.0% | +14.0% |
| 6M | +27.9% | -10.2% | +38.1% | +30.3% |
| YTD | +20.7% | -4.1% | +24.8% | +20.3% |
| 1Y | +31.4% | +4.0% | +27.5% | +28.3% |
| 3Y | +41.8% | +8.0% | +33.9% | +35.5% |
| All | +41.8% | +7.8% | +34.0% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling