+2.5%
RKT vs VRTX
+186.6%
-184.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +10.3% | -0.4% | +10.7% | +10.5% |
| 30D | +32.3% | +8.0% | +24.3% | +29.3% |
| 3M | +10.7% | +11.0% | -0.3% | +7.2% |
| 6M | -3.2% | +28.2% | -31.3% | -10.2% |
| YTD | -21.5% | +21.5% | -43.0% | -26.2% |
| 1Y | -6.0% | +34.5% | -40.5% | -14.2% |
| 3Y | +104.2% | +49.5% | +54.8% | +71.1% |
| 5Y | +2.5% | +188.3% | -185.8% | -28.5% |
| All | +2.5% | +186.6% | -184.1% | -28.5% |
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