+12,075.3%
VRTX vs TRMB
+2,165.5%
+9,909.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +3.2% | -16.6% | +19.8% | +6.8% |
| 30D | +7.4% | -8.9% | +16.3% | +9.0% |
| 3M | +4.6% | -6.3% | +10.9% | +5.3% |
| 6M | +27.5% | -10.0% | +37.4% | +29.0% |
| YTD | +20.9% | -30.1% | +51.0% | +28.9% |
| 1Y | +30.1% | -31.3% | +61.4% | +39.1% |
| 3Y | +46.6% | +30.8% | +15.8% | +33.5% |
| 5Y | +191.6% | -35.9% | +227.5% | +203.8% |
| 10Y | +474.5% | +101.7% | +372.8% | +344.2% |
| All | +12,075.3% | +2,165.5% | +9,909.8% | +4,354.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling