+234.7%
TMUS vs VRTX
+519.5%
-284.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.0% |
| 7D | +5.3% | -0.4% | +5.8% | +5.5% |
| 30D | +13.5% | +8.0% | +5.6% | +11.6% |
| 3M | -4.2% | +11.0% | -15.3% | -6.7% |
| 6M | -11.9% | +28.2% | -40.1% | -17.2% |
| YTD | -15.6% | +21.5% | -37.1% | -20.0% |
| 1Y | -16.8% | +34.5% | -51.3% | -23.2% |
| 3Y | +20.8% | +49.5% | -28.7% | +5.1% |
| 5Y | +48.0% | +188.3% | -140.2% | +5.7% |
| 10Y | +234.7% | +493.1% | -258.4% | +118.6% |
| All | +234.7% | +519.5% | -284.8% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling