+1,753.6%
TSM vs VRTX
+452.7%
+1,300.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.5% | +3.1% |
| 7D | +6.0% | -3.4% | +9.5% | +6.8% |
| 30D | +4.5% | +6.6% | -2.1% | +2.8% |
| 3M | +3.1% | +19.4% | -16.3% | -1.5% |
| 6M | +30.2% | +15.8% | +14.4% | +25.0% |
| YTD | +45.2% | +16.7% | +28.5% | +38.8% |
| 1Y | +79.6% | +33.8% | +45.7% | +65.6% |
| 3Y | +411.0% | +54.2% | +356.8% | +344.7% |
| 5Y | +290.7% | +176.4% | +114.3% | +187.1% |
| 10Y | +1,753.6% | +443.5% | +1,310.1% | +1,222.0% |
| All | +1,753.6% | +452.7% | +1,300.9% | +1,222.0% |
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 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