+398.2%
VRTX vs RACE
+647.6%
-249.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.6% |
| 7D | +0.8% | -2.5% | +3.3% | +1.6% |
| 30D | +12.6% | +0.8% | +11.9% | +12.3% |
| 3M | +23.6% | +17.2% | +6.5% | +17.5% |
| 6M | +14.3% | +13.6% | +0.7% | +9.3% |
| YTD | +20.5% | +12.2% | +8.3% | +15.1% |
| 1Y | +37.6% | -16.3% | +53.8% | +43.0% |
| 3Y | +55.5% | +36.4% | +19.1% | +32.9% |
| 5Y | +175.7% | +95.0% | +80.8% | +101.6% |
| 10Y | +474.2% | +813.2% | -339.0% | +140.8% |
| All | +398.2% | +647.6% | -249.4% | +85.6% |
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