+30.8%
VRTX vs RCAT
-53.5%
+84.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.4% | -10.7% | +0.5% |
| 7D | -0.4% | +1.1% | -1.5% | -0.5% |
| 30D | +8.0% | -22.0% | +30.0% | +8.3% |
| 3M | +11.0% | -51.1% | +62.2% | +12.1% |
| 6M | +28.2% | -56.6% | +84.8% | +29.2% |
| YTD | +21.5% | -43.3% | +64.8% | +21.5% |
| All | +30.8% | -53.5% | +84.3% | +31.0% |
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