+296.2%
TMUS vs VRTX
+1,621.5%
-1,325.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +11.3% | +11.8% | -0.6% | +9.0% |
| 3M | -2.9% | +3.2% | -6.1% | -3.6% |
| 6M | -10.5% | +21.0% | -31.6% | -14.0% |
| YTD | -14.4% | +19.7% | -34.1% | -17.8% |
| 1Y | -17.9% | +25.0% | -42.9% | -21.9% |
| 3Y | +21.9% | +45.2% | -23.4% | +10.5% |
| 5Y | +52.1% | +189.7% | -137.6% | +19.7% |
| 10Y | +242.4% | +489.8% | -247.4% | +132.1% |
| All | +296.2% | +1,621.5% | -1,325.3% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling