-37.7%
RBLX vs VRTX
+151.3%
-189.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +4.8% |
| 7D | +12.4% | +0.8% | +11.6% | +12.2% |
| 30D | +19.7% | +12.6% | +7.0% | +16.4% |
| 3M | -0.1% | +23.6% | -23.7% | -5.0% |
| 6M | -35.7% | +14.3% | -50.0% | -37.9% |
| YTD | -46.6% | +20.5% | -67.0% | -49.1% |
| 1Y | -66.6% | +37.6% | -104.2% | -69.4% |
| 3Y | +52.3% | +55.5% | -3.3% | +27.1% |
| 5Y | -47.7% | +175.7% | -223.5% | -61.6% |
| All | -37.7% | +151.3% | -189.0% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling