+474.7%
VRTX vs TSEM
+873.2%
-398.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | 0.0% | +20.5% | -20.5% | -2.0% |
| 30D | +11.8% | -29.0% | +40.8% | +15.3% |
| 3M | +3.2% | -39.4% | +42.6% | +7.8% |
| 6M | +21.0% | -28.5% | +49.6% | +20.6% |
| YTD | +19.7% | +34.4% | -14.8% | +6.0% |
| 1Y | +25.0% | +48.3% | -23.4% | +8.4% |
| 3Y | +45.2% | +543.5% | -498.3% | -7.8% |
| 5Y | +189.7% | +331.4% | -141.7% | +95.8% |
| All | +474.7% | +873.2% | -398.6% | +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