+320.5%
TMUS vs VRTX
+1,632.6%
-1,312.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -3.1% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +5.3% | +12.6% | -7.4% | +2.8% |
| 3M | +3.1% | +23.6% | -20.5% | -1.1% |
| 6M | -16.5% | +14.3% | -30.7% | -18.9% |
| YTD | -9.2% | +20.5% | -29.6% | -12.8% |
| 1Y | -26.5% | +37.6% | -64.1% | -31.4% |
| 3Y | +39.0% | +55.5% | -16.5% | +24.4% |
| 5Y | +40.4% | +175.7% | -135.4% | +11.5% |
| 10Y | +303.7% | +474.2% | -170.5% | +174.5% |
| All | +320.5% | +1,632.6% | -1,312.1% | +88.9% |
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