+7,938.8%
VRTX vs TSEM
-21.0%
+7,959.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | 0.0% | +20.5% | -20.5% | -2.5% |
| 30D | +11.8% | -29.0% | +40.8% | +15.9% |
| 3M | +3.2% | -39.4% | +42.6% | +8.4% |
| 6M | +21.0% | -28.5% | +49.6% | +21.5% |
| YTD | +19.7% | +34.4% | -14.8% | +8.5% |
| 1Y | +25.0% | +48.3% | -23.4% | +11.4% |
| 3Y | +45.2% | +543.5% | -498.3% | +2.5% |
| 5Y | +189.7% | +331.4% | -141.7% | +112.8% |
| 10Y | +489.8% | +881.1% | -391.3% | +271.9% |
| All | +7,938.8% | -21.0% | +7,959.8% | +4,887.6% |
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