+11,954.4%
TSM vs VRTX
+3,190.8%
+8,763.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.1% |
| 7D | -7.6% | -2.1% | -5.4% | -7.1% |
| 30D | -20.5% | +8.2% | -28.7% | -22.0% |
| 3M | -10.0% | +13.0% | -23.0% | -12.7% |
| 6M | -10.1% | +27.9% | -38.0% | -15.4% |
| YTD | +24.5% | +20.7% | +3.8% | +18.2% |
| 1Y | +31.2% | +31.4% | -0.3% | +22.1% |
| 3Y | +322.0% | +41.8% | +280.2% | +278.9% |
| 5Y | +245.3% | +183.7% | +61.6% | +162.8% |
| 10Y | +1,465.8% | +592.9% | +873.0% | +838.4% |
| All | +11,954.4% | +3,190.8% | +8,763.6% | +3,049.9% |
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