+1,115.8%
RSP vs VRTX
+4,451.5%
-3,335.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -1.0% | -2.1% | +1.1% | -0.7% |
| 30D | +2.6% | +8.2% | -5.6% | +1.2% |
| 3M | -0.8% | +13.0% | -13.8% | -2.9% |
| 6M | +6.3% | +27.9% | -21.7% | +1.8% |
| YTD | +14.1% | +20.7% | -6.5% | +10.1% |
| 1Y | +18.0% | +31.4% | -13.4% | +12.2% |
| 3Y | +61.0% | +41.8% | +19.2% | +49.2% |
| 5Y | +45.6% | +183.7% | -138.1% | +19.9% |
| 10Y | +220.2% | +592.9% | -372.7% | +125.2% |
| All | +1,115.8% | +4,451.5% | -3,335.7% | +432.4% |
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