+234.8%
RCL vs VRTX
+178.3%
+56.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -5.1% | +0.8% | -5.9% | -5.3% |
| 30D | -19.0% | +12.6% | -31.6% | -22.1% |
| 3M | -9.6% | +23.6% | -33.2% | -15.8% |
| 6M | -6.7% | +14.3% | -21.0% | -11.0% |
| YTD | -3.9% | +20.5% | -24.4% | -10.1% |
| 1Y | -25.1% | +37.6% | -62.7% | -32.7% |
| 3Y | +179.1% | +55.5% | +123.6% | +126.2% |
| All | +234.8% | +178.3% | +56.5% | +145.4% |
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