+394.9%
VRTX vs RACE
+670.3%
-275.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | +0.5% | +5.7% | -5.2% | -1.2% |
| 30D | +8.0% | +9.3% | -1.3% | +5.1% |
| 3M | +11.9% | +3.8% | +8.1% | +10.4% |
| 6M | +27.8% | +29.8% | -2.0% | +17.5% |
| YTD | +19.7% | +15.6% | +4.0% | +13.2% |
| 1Y | +30.1% | +5.1% | +25.0% | +26.7% |
| 3Y | +44.2% | +30.8% | +13.4% | +25.3% |
| 5Y | +181.3% | +67.4% | +113.9% | +118.7% |
| 10Y | +587.1% | +793.6% | -206.6% | +190.0% |
| All | +394.9% | +670.3% | -275.4% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling