+37.6%
VRTX vs REPL
+161.1%
-123.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.1% |
| 7D | +0.8% | -3.0% | +3.8% | +0.8% |
| 30D | +12.6% | +27.1% | -14.5% | +12.5% |
| 3M | +23.6% | +52.4% | -28.8% | +23.4% |
| 6M | +14.3% | +107.4% | -93.2% | +12.6% |
| YTD | +20.5% | +54.7% | -34.3% | +18.9% |
| 1Y | +37.6% | +158.9% | -121.3% | +35.7% |
| All | +37.6% | +161.1% | -123.5% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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