+394.9%
TTWO vs VRTX
+451.8%
-56.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | -5.6% | +6.0% | +1.8% |
| 30D | -11.3% | -2.0% | -9.4% | -11.0% |
| 3M | +1.6% | +15.8% | -14.2% | -2.4% |
| 6M | +2.1% | +4.7% | -2.6% | +0.5% |
| YTD | -15.8% | +13.7% | -29.5% | -19.3% |
| 1Y | -12.6% | +29.7% | -42.3% | -19.2% |
| 3Y | +48.2% | +48.4% | -0.2% | +27.6% |
| 5Y | +40.0% | +173.3% | -133.4% | -1.4% |
| All | +394.9% | +451.8% | -56.9% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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