+56.8%
VRTX vs RCAT
+762.9%
-706.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +23.6% |
| 6M | +14.3% | -43.2% | +57.5% | +14.2% |
| YTD | +20.5% | +5.5% | +14.9% | +20.6% |
| 1Y | +37.6% | -1.6% | +39.2% | +37.7% |
| All | +56.8% | +762.9% | -706.1% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling