+25.0%
VRTX vs TSN
+10.6%
+14.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | +11.8% | +10.2% | +1.7% | +11.6% |
| 3M | +3.2% | +7.2% | -4.0% | +3.1% |
| 6M | +21.0% | -10.6% | +31.6% | +20.8% |
| YTD | +19.7% | +3.7% | +16.0% | +22.0% |
| 1Y | +25.0% | +13.5% | +11.5% | +27.3% |
| All | +25.0% | +10.6% | +14.4% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling