-22.2%
RKT vs VRTX
+102.8%
-125.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +1.4% | +12.6% | -11.2% | -2.2% |
| 3M | +6.3% | +23.6% | -17.4% | -0.5% |
| 6M | -15.5% | +14.3% | -29.7% | -19.0% |
| YTD | -27.4% | +20.5% | -47.8% | -31.6% |
| 1Y | -26.6% | +37.6% | -64.2% | -33.7% |
| 3Y | +41.2% | +55.5% | -14.3% | +17.3% |
| 5Y | -6.4% | +175.7% | -182.2% | -36.7% |
| All | -22.2% | +102.8% | -125.0% | -42.4% |
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 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