+53.1%
RGTI vs VRTX
+137.0%
-83.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.1% |
| 7D | -0.1% | -7.8% | +7.6% | +2.5% |
| 30D | -16.2% | -2.8% | -13.3% | -15.5% |
| 3M | -22.0% | +18.1% | -40.1% | -27.0% |
| 6M | -10.8% | +3.1% | -13.9% | -12.4% |
| YTD | -31.6% | +13.5% | -45.1% | -35.2% |
| 1Y | -6.4% | +32.4% | -38.8% | -16.5% |
| 3Y | +665.7% | +50.0% | +615.7% | +580.6% |
| 5Y | +55.6% | +172.9% | -117.2% | +30.0% |
| All | +53.1% | +137.0% | -83.9% | +28.3% |
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