+493.1%
VRTX vs RBA
+236.6%
+256.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.2% |
| 7D | -0.4% | +2.5% | -2.9% | -0.9% |
| 30D | +8.0% | +11.6% | -3.6% | +5.7% |
| 3M | +11.0% | +1.5% | +9.5% | +10.5% |
| 6M | +28.2% | -6.6% | +34.8% | +28.9% |
| YTD | +21.5% | -6.3% | +27.8% | +21.5% |
| 1Y | +34.5% | -4.0% | +38.5% | +33.8% |
| 3Y | +49.5% | +47.3% | +2.2% | +33.7% |
| 5Y | +188.3% | +47.7% | +140.6% | +151.9% |
| 10Y | +493.1% | +224.7% | +268.4% | +289.3% |
| All | +493.1% | +236.6% | +256.5% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling