+308.5%
TMUS vs VRTX
+470.1%
-161.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -3.0% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +5.3% | +12.6% | -7.4% | +2.3% |
| 3M | +3.1% | +23.6% | -20.5% | -2.1% |
| 6M | -16.5% | +14.3% | -30.7% | -19.5% |
| YTD | -9.2% | +20.5% | -29.6% | -13.7% |
| 1Y | -26.5% | +37.6% | -64.1% | -32.6% |
| 3Y | +39.0% | +55.5% | -16.5% | +19.6% |
| 5Y | +40.4% | +175.7% | -135.4% | +1.6% |
| All | +308.5% | +470.1% | -161.5% | +167.5% |
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