-23.6%
TMUS vs VRTX
+33.9%
-57.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.2% | +0.2% |
| 7D | -0.3% | -3.4% | +3.2% | -0.2% |
| 30D | +3.1% | +6.6% | -3.5% | +3.1% |
| 3M | +2.4% | +19.4% | -17.0% | +2.5% |
| 6M | -17.1% | +15.8% | -32.9% | -16.7% |
| YTD | -9.1% | +16.7% | -25.7% | -8.6% |
| All | -23.6% | +33.9% | -57.5% | -23.0% |
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