+177.1%
VRTX vs TSN
-20.2%
+197.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.3% |
| 7D | -6.4% | -7.3% | +0.9% | -5.4% |
| 30D | -0.5% | -8.6% | +8.1% | +0.7% |
| 3M | +16.9% | -7.5% | +24.4% | +18.0% |
| 6M | +13.1% | -14.1% | +27.2% | +15.2% |
| YTD | +14.9% | -9.4% | +24.4% | +16.0% |
| 1Y | +31.4% | -4.1% | +35.5% | +31.1% |
| 3Y | +51.9% | +10.3% | +41.6% | +47.0% |
| 5Y | +177.1% | -19.7% | +196.8% | +193.2% |
| All | +177.1% | -20.2% | +197.3% | +193.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling