+12,036.0%
VRTX vs TXT
+1,525.2%
+10,510.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +0.8% | -4.8% | +5.6% | +2.1% |
| 30D | +12.6% | -10.6% | +23.3% | +15.9% |
| 3M | +23.6% | -13.2% | +36.8% | +28.0% |
| 6M | +14.3% | -20.3% | +34.6% | +20.8% |
| YTD | +20.5% | -9.3% | +29.7% | +22.6% |
| 1Y | +37.6% | -2.7% | +40.3% | +37.2% |
| 3Y | +55.5% | +1.4% | +54.2% | +51.3% |
| 5Y | +175.7% | +9.6% | +166.2% | +157.9% |
| 10Y | +474.2% | +94.9% | +379.3% | +323.4% |
| All | +12,036.0% | +1,525.2% | +10,510.8% | +4,569.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling