+177.1%
VRTX vs TCOM
+25.9%
+151.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -1.3% |
| 7D | -6.4% | -10.2% | +3.8% | -5.9% |
| 30D | -0.5% | -16.8% | +16.3% | +0.4% |
| 3M | +16.9% | -16.7% | +33.6% | +17.9% |
| 6M | +13.1% | -27.1% | +40.1% | +14.9% |
| YTD | +14.9% | -45.5% | +60.4% | +18.4% |
| 1Y | +31.4% | -45.9% | +77.3% | +35.4% |
| 3Y | +51.9% | +9.8% | +42.2% | +50.4% |
| 5Y | +177.1% | +23.8% | +153.3% | +164.3% |
| All | +177.1% | +25.9% | +151.2% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling