+56.8%
VRTX vs RACE
+36.9%
+19.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.8% |
| 7D | +0.8% | -2.5% | +3.3% | +1.2% |
| 30D | +12.6% | +0.8% | +11.9% | +12.5% |
| 3M | +23.6% | +17.2% | +6.5% | +20.7% |
| 6M | +14.3% | +13.6% | +0.7% | +11.7% |
| YTD | +20.5% | +12.2% | +8.3% | +17.8% |
| 1Y | +37.6% | -16.3% | +53.8% | +39.4% |
| All | +56.8% | +36.9% | +19.9% | +41.9% |
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