+33.8%
VRTX vs RBA
-28.4%
+62.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.1% |
| 7D | -3.4% | -1.1% | -2.4% | -3.4% |
| 30D | +6.6% | -13.2% | +19.8% | +6.8% |
| 3M | +19.4% | -21.4% | +40.8% | +19.7% |
| 6M | +15.8% | -20.9% | +36.7% | +15.8% |
| YTD | +16.7% | -19.9% | +36.5% | +16.7% |
| 1Y | +33.8% | -28.7% | +62.5% | +34.9% |
| All | +33.8% | -28.4% | +62.2% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling