+188.2%
VRTX vs RACE
+64.4%
+123.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | +8.0% | +6.1% | +1.9% | +6.8% |
| 3M | +4.3% | -0.3% | +4.6% | +4.2% |
| 6M | +18.9% | +23.4% | -4.5% | +13.8% |
| YTD | +18.8% | +12.5% | +6.3% | +15.3% |
| 1Y | +24.0% | -0.5% | +24.4% | +23.2% |
| 3Y | +42.1% | +23.6% | +18.5% | +30.9% |
| All | +188.2% | +64.4% | +123.8% | +127.3% |
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