+3,026.2%
VRTX vs RBA
+4,003.4%
-977.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | -2.1% | +4.3% | -6.4% | -3.0% |
| 30D | +8.2% | +16.3% | -8.1% | +4.6% |
| 3M | +13.0% | +1.3% | +11.7% | +12.4% |
| 6M | +27.9% | -11.1% | +39.0% | +30.2% |
| YTD | +20.7% | -8.5% | +29.1% | +21.3% |
| 1Y | +31.4% | -2.1% | +33.6% | +30.1% |
| 3Y | +41.8% | +44.6% | -2.7% | +26.7% |
| 5Y | +183.7% | +36.8% | +146.9% | +150.8% |
| 10Y | +592.9% | +227.3% | +365.6% | +380.3% |
| All | +3,026.2% | +4,003.4% | -977.2% | +1,259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling