+25.8%
TMO vs VRTX
+37.4%
-11.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.1% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | +6.2% | +12.6% | -6.4% | +2.5% |
| 3M | +27.5% | +23.6% | +3.8% | +19.6% |
| 6M | +20.0% | +14.3% | +5.7% | +14.5% |
| YTD | +6.1% | +20.5% | -14.3% | -0.3% |
| 1Y | +25.8% | +37.6% | -11.7% | +9.9% |
| All | +25.8% | +37.4% | -11.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 1y: compounded portfolio wealth divided by compounded VRTX 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…
1y analysis · Full analysis span regression · 6 months rolling