+5,346.0%
TTWO vs VRTX
+2,665.5%
+2,680.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -1.6% | -3.4% | +1.9% | -1.0% |
| 30D | -13.5% | +6.6% | -20.1% | -14.5% |
| 3M | +0.3% | +19.4% | -19.1% | -2.9% |
| 6M | +0.8% | +15.8% | -15.0% | -2.1% |
| YTD | -16.7% | +16.7% | -33.4% | -19.4% |
| 1Y | -14.3% | +33.8% | -48.1% | -19.1% |
| 3Y | +49.4% | +54.2% | -4.8% | +35.2% |
| 5Y | +33.8% | +176.4% | -142.6% | +8.2% |
| 10Y | +392.8% | +443.5% | -50.7% | +246.5% |
| All | +5,346.0% | +2,665.5% | +2,680.5% | +1,763.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling