+46.6%
VRTX vs TTMI
+419.6%
-373.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.6% |
| 7D | +3.2% | -11.5% | +14.7% | +3.1% |
| 30D | +7.4% | -40.3% | +47.7% | +7.5% |
| 3M | +4.6% | -44.5% | +49.0% | +4.7% |
| 6M | +27.5% | -54.1% | +81.6% | +27.4% |
| YTD | +20.9% | +4.7% | +16.2% | +14.9% |
| 1Y | +30.1% | +3.3% | +26.7% | +23.4% |
| 3Y | +46.6% | +407.2% | -360.6% | +20.6% |
| All | +46.6% | +419.6% | -373.0% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling