+7,990.7%
VRTX vs TSEM
+11.3%
+7,979.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.8% | -10.0% | -3.2% |
| 7D | +0.8% | +6.9% | -6.1% | -0.1% |
| 30D | +12.6% | +5.3% | +7.3% | +11.4% |
| 3M | +23.6% | -14.9% | +38.5% | +23.8% |
| 6M | +14.3% | +80.0% | -65.8% | +1.6% |
| YTD | +20.5% | +89.4% | -68.9% | +5.8% |
| 1Y | +37.6% | +253.1% | -215.5% | +10.0% |
| 3Y | +55.5% | +642.1% | -586.6% | +9.3% |
| 5Y | +175.7% | +659.1% | -483.4% | +89.8% |
| 10Y | +474.2% | +1,291.4% | -817.2% | +250.3% |
| All | +7,990.7% | +11.3% | +7,979.4% | +4,763.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling