+46.6%
VRTX vs TSEM
+506.4%
-459.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.5% |
| 7D | +3.2% | -9.5% | +12.7% | +3.3% |
| 30D | +7.4% | -35.5% | +42.9% | +8.0% |
| 3M | +4.6% | -41.6% | +46.1% | +5.2% |
| 6M | +27.5% | -30.1% | +57.5% | +26.0% |
| YTD | +20.9% | +25.7% | -4.9% | +14.1% |
| 1Y | +30.1% | +50.5% | -20.4% | +20.7% |
| 3Y | +46.6% | +501.7% | -455.1% | +23.5% |
| All | +46.6% | +506.4% | -459.8% | +23.5% |
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