+28.4%
RTX vs VRTX
+37.4%
-9.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.3% |
| 7D | -5.2% | +0.8% | -6.0% | -5.3% |
| 30D | -9.4% | +12.6% | -22.0% | -11.6% |
| 3M | +12.3% | +23.6% | -11.3% | +7.8% |
| 6M | -3.1% | +14.3% | -17.4% | -6.4% |
| YTD | +10.7% | +20.5% | -9.8% | +5.7% |
| 1Y | +28.4% | +37.6% | -9.2% | +20.5% |
| All | +28.4% | +37.4% | -9.0% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling