+54.2%
VRTX vs TSEM
+668.6%
-614.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.0% | -3.1% |
| 7D | -3.4% | +10.4% | -13.9% | -3.7% |
| 30D | +6.6% | -12.9% | +19.6% | +6.9% |
| 3M | +19.4% | -9.2% | +28.6% | +19.0% |
| 6M | +15.8% | +98.8% | -83.0% | +8.6% |
| YTD | +16.7% | +87.2% | -70.5% | +9.5% |
| 1Y | +33.8% | +239.0% | -205.2% | +19.0% |
| 3Y | +54.2% | +679.5% | -625.3% | +29.1% |
| All | +54.2% | +668.6% | -614.4% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling