+273.8%
RTX vs VRTX
+519.5%
-245.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | +5.6% | +8.0% | -2.4% | +4.0% |
| 3M | -11.7% | +11.0% | -22.7% | -13.6% |
| 6M | +12.3% | +28.2% | -15.8% | +7.1% |
| YTD | +8.2% | +21.5% | -13.3% | +3.8% |
| 1Y | +12.6% | +34.5% | -22.0% | +5.9% |
| 3Y | +152.8% | +49.5% | +103.4% | +128.3% |
| 5Y | +140.2% | +188.3% | -48.1% | +89.1% |
| 10Y | +273.8% | +493.1% | -219.3% | +181.4% |
| All | +273.8% | +519.5% | -245.7% | +181.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling