+176.4%
VRTX vs TRMB
-37.5%
+213.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | -3.4% | -0.3% | -3.2% | -3.4% |
| 30D | +6.6% | -1.2% | +7.8% | +6.8% |
| 3M | +19.4% | +9.6% | +9.8% | +17.2% |
| 6M | +15.8% | -16.1% | +31.9% | +19.0% |
| YTD | +16.7% | -25.0% | +41.6% | +22.2% |
| 1Y | +33.8% | -27.7% | +61.5% | +40.8% |
| 3Y | +54.2% | +15.3% | +38.9% | +46.9% |
| 5Y | +176.4% | -37.4% | +213.8% | +181.9% |
| All | +176.4% | -37.5% | +213.9% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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