+10.0%
VRTX vs TEM
+60.7%
-50.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -3.1% |
| 7D | -3.4% | +3.2% | -6.7% | -3.6% |
| 30D | +6.6% | +23.5% | -16.9% | +5.2% |
| 3M | +19.4% | +32.3% | -12.9% | +17.2% |
| 6M | +15.8% | +23.0% | -7.2% | +13.8% |
| YTD | +16.7% | +8.9% | +7.8% | +15.1% |
| 1Y | +33.8% | -19.9% | +53.7% | +33.5% |
| All | +10.0% | +60.7% | -50.7% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling