+188.2%
VRTX vs RBA
+45.7%
+142.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | +8.0% | +8.3% | -0.3% | +7.0% |
| 3M | +4.3% | +10.5% | -6.3% | +2.9% |
| 6M | +18.9% | -5.9% | +24.7% | +19.1% |
| YTD | +18.8% | -6.9% | +25.7% | +18.8% |
| 1Y | +24.0% | -4.9% | +28.8% | +23.5% |
| 3Y | +42.1% | +64.5% | -22.3% | +29.7% |
| All | +188.2% | +45.7% | +142.5% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling