+8,016.9%
VRTX vs TSEM
-26.1%
+8,043.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.1% |
| 7D | +3.2% | -9.5% | +12.7% | +4.3% |
| 30D | +7.4% | -35.5% | +42.9% | +12.7% |
| 3M | +4.6% | -41.6% | +46.1% | +10.4% |
| 6M | +27.5% | -30.1% | +57.5% | +28.2% |
| YTD | +20.9% | +25.7% | -4.9% | +10.5% |
| 1Y | +30.1% | +50.5% | -20.4% | +15.6% |
| 3Y | +46.6% | +501.7% | -455.1% | +4.4% |
| 5Y | +191.6% | +310.9% | -119.3% | +115.6% |
| 10Y | +474.5% | +849.8% | -375.3% | +263.8% |
| All | +8,016.9% | -26.1% | +8,043.0% | +4,982.1% |
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 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