+176.4%
VRTX vs TTMI
+840.7%
-664.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.1% | -3.3% |
| 7D | -3.4% | +12.2% | -15.6% | -3.9% |
| 30D | +6.6% | -5.7% | +12.3% | +6.8% |
| 3M | +19.4% | -27.5% | +46.9% | +20.7% |
| 6M | +15.8% | +47.1% | -31.3% | +10.4% |
| YTD | +16.7% | +87.5% | -70.8% | +8.4% |
| 1Y | +33.8% | +175.2% | -141.4% | +18.9% |
| 3Y | +54.2% | +901.9% | -847.8% | +16.2% |
| 5Y | +176.4% | +843.5% | -667.1% | +106.6% |
| All | +176.4% | +840.7% | -664.4% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling