+275.3%
TMUS vs VRTX
+1,635.7%
-1,360.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | +3.6% | -2.1% | +5.7% | +4.0% |
| 30D | -3.4% | +8.2% | -11.6% | -4.8% |
| 3M | -9.5% | +13.0% | -22.5% | -11.7% |
| 6M | -15.2% | +27.9% | -43.1% | -19.3% |
| YTD | -18.9% | +20.7% | -39.6% | -22.3% |
| 1Y | -17.7% | +31.4% | -49.1% | -22.5% |
| 3Y | +15.6% | +41.8% | -26.2% | +5.3% |
| 5Y | +38.9% | +183.7% | -144.8% | +9.7% |
| 10Y | +245.3% | +592.9% | -347.6% | +127.6% |
| All | +275.3% | +1,635.7% | -1,360.4% | +68.4% |
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