-24.1%
RKT vs VRTX
+101.5%
-125.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.2% | -4.8% |
| 7D | -7.5% | 0.0% | -7.5% | -7.5% |
| 30D | +26.6% | +11.8% | +14.8% | +22.4% |
| 3M | -2.4% | +3.2% | -5.6% | -3.4% |
| 6M | -7.4% | +21.0% | -28.4% | -12.7% |
| YTD | -29.2% | +19.7% | -48.9% | -33.2% |
| 1Y | -23.5% | +25.0% | -48.5% | -28.9% |
| 3Y | +73.9% | +45.2% | +28.7% | +47.9% |
| 5Y | -6.6% | +189.7% | -196.3% | -37.9% |
| All | -24.1% | +101.5% | -125.6% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling