+29.6%
VRTX vs RBRK
+124.5%
-94.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.4% |
| 7D | -5.6% | -7.5% | +1.9% | -5.0% |
| 30D | -2.0% | -10.4% | +8.5% | -1.3% |
| 3M | +15.8% | +21.3% | -5.5% | +13.7% |
| 6M | +4.7% | +50.6% | -46.0% | +0.5% |
| YTD | +13.7% | +13.3% | +0.4% | +11.7% |
| 1Y | +29.7% | +11.2% | +18.5% | +27.0% |
| All | +29.6% | +124.5% | -94.9% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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