+34.1%
VRTX vs TEM
-25.0%
+59.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -1.0% |
| 7D | -6.4% | -1.1% | -5.3% | -6.3% |
| 30D | -0.5% | +11.3% | -11.8% | -2.0% |
| 3M | +16.9% | +25.5% | -8.6% | +13.7% |
| 6M | +13.1% | +17.1% | -4.1% | +9.9% |
| YTD | +14.9% | +3.8% | +11.2% | +12.9% |
| All | +34.1% | -25.0% | +59.2% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling