+298.8%
TMUS vs VRTX
+1,635.5%
-1,336.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +8.2% | -0.4% | +8.5% | +8.2% |
| 30D | +13.4% | +7.9% | +5.5% | +11.8% |
| 3M | -3.0% | +3.3% | -6.3% | -3.7% |
| 6M | -8.8% | +25.7% | -34.5% | -12.9% |
| YTD | -13.8% | +20.7% | -34.5% | -17.4% |
| 1Y | -17.1% | +27.4% | -44.5% | -21.4% |
| 3Y | +22.7% | +46.4% | -23.7% | +11.0% |
| 5Y | +52.8% | +194.3% | -141.5% | +19.9% |
| 10Y | +244.6% | +494.6% | -250.0% | +133.3% |
| All | +298.8% | +1,635.5% | -1,336.7% | +78.9% |
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