+2,451.4%
VRTX vs RCAT
-100.0%
+2,551.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -0.4% | +7.2% | -7.6% | -0.4% |
| 30D | +7.9% | -20.4% | +28.3% | +8.0% |
| 3M | +3.3% | -59.8% | +63.0% | +3.7% |
| 6M | +25.7% | -61.9% | +87.6% | +26.2% |
| YTD | +20.7% | -45.9% | +66.6% | +20.7% |
| 1Y | +27.4% | -50.5% | +78.0% | +27.6% |
| 3Y | +46.4% | +387.5% | -341.1% | +43.5% |
| 5Y | +194.3% | +70.9% | +123.4% | +189.1% |
| 10Y | +494.6% | -99.7% | +594.3% | +429.8% |
| All | +2,451.4% | -100.0% | +2,551.4% | +1,492.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling