+42.1%
VRTX vs RBA
+63.1%
-21.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.8% |
| 7D | -1.6% | +1.7% | -3.3% | -1.7% |
| 30D | +8.0% | +8.3% | -0.3% | +7.2% |
| 3M | +4.3% | +10.5% | -6.3% | +3.3% |
| 6M | +18.9% | -5.9% | +24.7% | +18.8% |
| YTD | +18.8% | -6.9% | +25.7% | +18.4% |
| 1Y | +24.0% | -4.9% | +28.8% | +23.2% |
| 3Y | +42.1% | +64.5% | -22.3% | +34.1% |
| All | +42.1% | +63.1% | -21.0% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling