+40.9%
TTWO vs VRTX
+173.5%
-132.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +3.0% |
| 7D | +1.3% | -7.8% | +9.1% | +2.7% |
| 30D | -13.4% | -2.8% | -10.5% | -13.1% |
| 3M | +3.1% | +18.1% | -15.0% | +0.1% |
| 6M | +3.8% | +3.1% | +0.7% | +2.9% |
| YTD | -15.3% | +13.5% | -28.8% | -17.5% |
| 1Y | -11.1% | +32.4% | -43.5% | -16.0% |
| 3Y | +52.0% | +50.0% | +2.0% | +35.0% |
| 5Y | +40.9% | +172.9% | -131.9% | +16.4% |
| All | +40.9% | +173.5% | -132.5% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling