+12.0%
VRTX vs TEM
+79.0%
-67.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +4.9% | -0.4% |
| 7D | -1.6% | -5.9% | +4.3% | -1.3% |
| 30D | +8.0% | +4.8% | +3.2% | +7.6% |
| 3M | +4.3% | +31.9% | -27.6% | +2.2% |
| 6M | +18.9% | +56.0% | -37.1% | +15.2% |
| YTD | +18.8% | +21.3% | -2.5% | +16.1% |
| 1Y | +24.0% | +5.4% | +18.6% | +21.8% |
| All | +12.0% | +79.0% | -67.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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