+32.4%
VRTX vs TSEM
+220.1%
-187.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -1.3% |
| 7D | -7.8% | +0.9% | -8.7% | -7.8% |
| 30D | -2.8% | -16.6% | +13.8% | -3.0% |
| 3M | +18.1% | -10.9% | +29.0% | +17.6% |
| 6M | +3.1% | +78.0% | -74.9% | -1.1% |
| YTD | +13.5% | +77.2% | -63.7% | +8.7% |
| 1Y | +32.4% | +207.6% | -175.1% | +18.3% |
| All | +32.4% | +220.1% | -187.7% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling