+13,634.3%
TSM vs VRTX
+3,184.9%
+10,449.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.3% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | +3.6% | +12.6% | -9.0% | +0.8% |
| 3M | -3.4% | +23.6% | -27.0% | -8.1% |
| 6M | +20.6% | +14.3% | +6.3% | +16.5% |
| YTD | +41.9% | +20.5% | +21.4% | +35.1% |
| 1Y | +84.4% | +37.6% | +46.8% | +70.1% |
| 3Y | +380.2% | +55.5% | +324.7% | +323.5% |
| 5Y | +275.3% | +175.7% | +99.6% | +188.1% |
| 10Y | +1,751.4% | +474.2% | +1,277.2% | +1,056.4% |
| All | +13,634.3% | +3,184.9% | +10,449.4% | +3,500.0% |
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 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