+25.0%
VRTX vs TTMI
+10.2%
+14.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.9% |
| 7D | 0.0% | +22.6% | -22.6% | +1.0% |
| 30D | +11.8% | -34.3% | +46.1% | +10.4% |
| 3M | +3.2% | -44.8% | +48.0% | +1.5% |
| 6M | +21.0% | -53.3% | +74.3% | +18.4% |
| YTD | +19.7% | +10.6% | +9.1% | +16.6% |
| 1Y | +25.0% | +8.2% | +16.8% | +21.5% |
| All | +25.0% | +10.2% | +14.8% | +21.5% |
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