+11,298.0%
RTX vs VRTX
+11,869.8%
-571.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.4% |
| 7D | -5.2% | +0.8% | -6.0% | -5.2% |
| 30D | -9.4% | +12.6% | -22.0% | -10.5% |
| 3M | +12.3% | +23.6% | -11.3% | +9.8% |
| 6M | -3.1% | +14.3% | -17.4% | -4.5% |
| YTD | +10.7% | +20.5% | -9.8% | +8.4% |
| 1Y | +28.4% | +37.6% | -9.2% | +24.0% |
| 3Y | +147.1% | +55.5% | +91.5% | +133.6% |
| 5Y | +167.2% | +175.7% | -8.5% | +137.7% |
| 10Y | +274.7% | +474.2% | -199.5% | +205.0% |
| All | +11,298.0% | +11,869.8% | -571.8% | +6,178.0% |
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