+1,871.4%
VRTX vs TEL
+753.4%
+1,118.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -1.6% | +4.5% | -6.1% | -3.2% |
| 30D | +8.0% | +2.9% | +5.1% | +6.5% |
| 3M | +4.3% | +1.1% | +3.2% | +3.0% |
| 6M | +18.9% | +5.0% | +13.9% | +15.1% |
| YTD | +18.8% | -3.9% | +22.7% | +17.4% |
| 1Y | +24.0% | -7.4% | +31.4% | +23.8% |
| 3Y | +42.1% | +81.0% | -38.8% | +7.0% |
| 5Y | +187.6% | +42.3% | +145.3% | +132.7% |
| 10Y | +485.4% | +284.8% | +200.6% | +194.0% |
| All | +1,871.4% | +753.4% | +1,118.1% | +592.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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