+194.3%
VRTX vs RACE
+68.9%
+125.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | -3.9% | +3.5% | +0.4% |
| 30D | +7.9% | +6.8% | +1.1% | +6.5% |
| 3M | +3.3% | +1.3% | +1.9% | +2.9% |
| 6M | +25.7% | +26.3% | -0.6% | +19.9% |
| YTD | +20.7% | +13.8% | +6.9% | +16.9% |
| 1Y | +27.4% | -0.5% | +27.9% | +26.6% |
| 3Y | +46.4% | +25.6% | +20.8% | +34.4% |
| 5Y | +194.3% | +67.6% | +126.7% | +131.9% |
| All | +194.3% | +68.9% | +125.4% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling