+30.2%
VRTX vs TTMI
+9.6%
+20.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -10.1% | +13.6% | +2.9% |
| 7D | +3.7% | -19.2% | +22.8% | +2.8% |
| 30D | +9.0% | -44.9% | +53.9% | +7.0% |
| 3M | +14.7% | -44.7% | +59.4% | +12.7% |
| 6M | +27.7% | -53.4% | +81.1% | +24.7% |
| YTD | +21.1% | +6.3% | +14.8% | +17.3% |
| 1Y | +30.2% | +10.7% | +19.5% | +25.8% |
| All | +30.2% | +9.6% | +20.6% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling