+46.6%
VRTX vs RACE
+26.8%
+19.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +7.4% | +6.6% | +0.8% | +6.4% |
| 3M | +4.6% | +2.2% | +2.4% | +4.2% |
| 6M | +27.5% | +22.4% | +5.1% | +23.7% |
| YTD | +20.9% | +13.8% | +7.1% | +18.0% |
| 1Y | +30.1% | +2.2% | +27.9% | +28.7% |
| 3Y | +46.6% | +25.6% | +21.0% | +40.8% |
| All | +46.6% | +26.8% | +19.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling