+127.9%
VRTX vs RDW
-0.7%
+128.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.2% |
| 7D | -5.6% | +0.9% | -6.5% | -5.6% |
| 30D | -2.0% | -21.3% | +19.3% | -1.5% |
| 3M | +15.8% | -37.9% | +53.7% | +16.8% |
| 6M | +4.7% | +12.3% | -7.6% | +3.7% |
| YTD | +13.7% | +39.7% | -26.0% | +11.5% |
| 1Y | +29.7% | +25.7% | +4.0% | +27.1% |
| 3Y | +48.4% | +230.8% | -182.4% | +40.8% |
| 5Y | +173.3% | -8.8% | +182.1% | +160.5% |
| All | +127.9% | -0.7% | +128.7% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 10y: compounded portfolio wealth divided by compounded RDW 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…
10y analysis · Full analysis span regression · 6 months rolling