+10.6%
TMO vs VRTX
+171.2%
-160.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.6% | -5.6% | +5.0% | +1.0% |
| 30D | +1.1% | -2.0% | +3.1% | +1.6% |
| 3M | +28.3% | +15.8% | +12.5% | +22.9% |
| 6M | +23.3% | +4.7% | +18.6% | +21.3% |
| YTD | +5.5% | +13.7% | -8.2% | +1.0% |
| 1Y | +24.5% | +29.7% | -5.2% | +14.8% |
| 3Y | +19.6% | +48.4% | -28.9% | +2.2% |
| All | +10.6% | +171.2% | -160.6% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling