+12,056.2%
VRTX vs TRMB
+2,237.1%
+9,819.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -0.9% |
| 7D | -0.4% | +4.1% | -4.5% | -1.3% |
| 30D | +7.9% | -5.1% | +13.0% | +8.5% |
| 3M | +3.3% | -2.6% | +5.9% | +3.1% |
| 6M | +25.7% | -2.7% | +28.4% | +25.1% |
| YTD | +20.7% | -27.9% | +48.6% | +27.8% |
| 1Y | +27.4% | -29.0% | +56.5% | +35.3% |
| 3Y | +46.4% | +35.0% | +11.4% | +32.4% |
| 5Y | +194.3% | -33.9% | +228.2% | +204.5% |
| 10Y | +494.6% | +106.1% | +388.5% | +357.5% |
| All | +12,056.2% | +2,237.1% | +9,819.1% | +4,316.4% |
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