+1,672.6%
TSM vs VRTX
+487.7%
+1,184.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +14.8% | 0.0% | +14.8% | +14.8% |
| 30D | -8.9% | +11.8% | -20.7% | -11.5% |
| 3M | -5.3% | +3.2% | -8.5% | -6.3% |
| 6M | +2.6% | +21.0% | -18.5% | -2.8% |
| YTD | +34.5% | +19.7% | +14.8% | +27.2% |
| 1Y | +41.0% | +25.0% | +16.0% | +31.8% |
| 3Y | +333.1% | +45.2% | +287.9% | +279.9% |
| 5Y | +270.1% | +189.7% | +80.4% | +163.4% |
| All | +1,672.6% | +487.7% | +1,184.9% | +1,083.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling