+474.5%
VRTX vs TSN
+12.5%
+462.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +3.2% | +5.8% | -2.6% | +2.2% |
| 30D | +7.4% | +12.8% | -5.4% | +5.1% |
| 3M | +4.6% | +6.5% | -1.9% | +3.3% |
| 6M | +27.5% | -10.3% | +37.7% | +29.6% |
| YTD | +20.9% | +5.5% | +15.3% | +18.9% |
| 1Y | +30.1% | +15.8% | +14.3% | +25.6% |
| 3Y | +46.6% | +42.5% | +4.1% | +34.8% |
| 5Y | +191.6% | -14.3% | +205.9% | +194.1% |
| 10Y | +474.5% | +18.2% | +456.3% | +426.6% |
| All | +474.5% | +12.5% | +462.0% | +426.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling