-34.5%
RBLX vs VRTX
+137.2%
-171.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.1% | -5.6% | +10.7% | +6.3% |
| 30D | +28.0% | -2.0% | +30.0% | +28.4% |
| 3M | +4.6% | +15.8% | -11.2% | +0.9% |
| 6M | -24.7% | +4.7% | -29.3% | -25.7% |
| YTD | -43.8% | +13.7% | -57.5% | -45.9% |
| 1Y | -65.8% | +29.7% | -95.5% | -68.3% |
| 3Y | +59.4% | +48.4% | +10.9% | +34.1% |
| 5Y | -48.2% | +173.3% | -221.6% | -61.8% |
| All | -34.5% | +137.2% | -171.7% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 10y: compounded portfolio wealth divided by compounded VRTX 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…
10y analysis · Full analysis span regression · 6 months rolling