+456.3%
VRTX vs TSEM
+1,283.8%
-827.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -6.4% | +4.7% | -11.1% | -7.0% |
| 30D | -0.5% | -14.2% | +13.7% | +1.0% |
| 3M | +16.9% | -5.0% | +21.9% | +15.3% |
| 6M | +13.1% | +87.6% | -74.5% | -1.7% |
| YTD | +14.9% | +84.4% | -69.5% | -0.6% |
| 1Y | +31.4% | +235.4% | -204.0% | +1.6% |
| 3Y | +51.9% | +668.0% | -616.1% | -3.1% |
| 5Y | +177.1% | +644.7% | -467.7% | +72.5% |
| 10Y | +456.3% | +1,326.7% | -870.4% | +175.8% |
| All | +456.3% | +1,283.8% | -827.6% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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