+184.6%
VRTX vs RCAT
+46.9%
+137.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +18.6% | -17.8% | +0.7% |
| 7D | -2.1% | -12.7% | +10.6% | -2.0% |
| 30D | +8.2% | -34.3% | +42.5% | +8.6% |
| 3M | +13.0% | -53.4% | +66.4% | +13.8% |
| 6M | +27.9% | -62.0% | +89.9% | +28.9% |
| YTD | +20.7% | -49.1% | +69.7% | +20.9% |
| 1Y | +31.4% | -53.1% | +84.6% | +31.7% |
| 3Y | +41.8% | +318.7% | -276.8% | +31.0% |
| All | +184.6% | +46.9% | +137.7% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling