-7.2%
RKT vs VRTX
+175.7%
-182.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -0.8% |
| 7D | +6.0% | -3.4% | +9.4% | +7.1% |
| 30D | +0.7% | +6.6% | -6.0% | -1.3% |
| 3M | +11.8% | +19.4% | -7.6% | +5.9% |
| 6M | -7.6% | +15.8% | -23.4% | -11.8% |
| YTD | -28.7% | +16.7% | -45.3% | -32.1% |
| 1Y | -32.6% | +33.8% | -66.4% | -38.5% |
| 3Y | +42.1% | +54.2% | -12.1% | +16.8% |
| 5Y | -7.2% | +176.4% | -183.5% | -38.4% |
| All | -7.2% | +175.7% | -182.9% | -38.4% |
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