-48.9%
RBLX vs VRTX
+173.5%
-222.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +8.1% | -7.8% | +15.9% | +10.0% |
| 30D | +23.9% | -2.8% | +26.8% | +24.5% |
| 3M | +8.1% | +18.1% | -10.0% | +3.7% |
| 6M | -23.7% | +3.1% | -26.8% | -24.6% |
| YTD | -44.6% | +13.5% | -58.1% | -46.7% |
| 1Y | -66.2% | +32.4% | -98.6% | -68.9% |
| 3Y | +54.7% | +50.0% | +4.7% | +27.3% |
| 5Y | -48.9% | +172.9% | -221.8% | -61.8% |
| All | -48.9% | +173.5% | -222.4% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling