+470.4%
VRTX vs TSEM
+805.6%
-335.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.2% | 0.0% |
| 7D | -1.6% | +7.0% | -8.5% | -2.4% |
| 30D | +8.0% | -29.8% | +37.8% | +11.5% |
| 3M | +4.3% | -41.9% | +46.2% | +9.4% |
| 6M | +18.9% | -45.8% | +64.6% | +23.5% |
| YTD | +18.8% | +25.1% | -6.3% | +6.0% |
| 1Y | +24.0% | +48.2% | -24.3% | +7.0% |
| 3Y | +42.1% | +476.5% | -434.4% | -8.3% |
| 5Y | +187.6% | +301.4% | -113.9% | +95.7% |
| All | +470.4% | +805.6% | -335.2% | +177.4% |
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