+37.6%
VRTX vs RCAT
-2.3%
+39.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -2.1% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | +12.6% | -3.3% | +16.0% | +12.6% |
| 3M | +23.6% | -43.2% | +66.8% | +24.1% |
| 6M | +14.3% | -43.2% | +57.5% | +14.3% |
| YTD | +20.5% | +5.5% | +14.9% | +19.8% |
| 1Y | +37.6% | -1.6% | +39.2% | +33.5% |
| All | +37.6% | -2.3% | +39.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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