+4,549.4%
RCL vs VRTX
+13,553.0%
-9,003.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | -5.1% | +0.8% | -5.9% | -5.2% |
| 30D | -19.0% | +12.6% | -31.6% | -20.7% |
| 3M | -9.6% | +23.6% | -33.2% | -12.9% |
| 6M | -6.7% | +14.3% | -21.0% | -9.0% |
| YTD | -3.9% | +20.5% | -24.4% | -7.1% |
| 1Y | -25.1% | +37.6% | -62.7% | -29.2% |
| 3Y | +179.1% | +55.5% | +123.6% | +155.1% |
| 5Y | +243.3% | +175.7% | +67.6% | +185.0% |
| 10Y | +325.8% | +474.2% | -148.4% | +206.5% |
| All | +4,549.4% | +13,553.0% | -9,003.6% | +2,000.1% |
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