+210.5%
VRTX vs REPL
+39.1%
+171.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.6% |
| 7D | -0.4% | +14.2% | -14.6% | -0.9% |
| 30D | +8.0% | +65.9% | -57.9% | +6.1% |
| 3M | +11.0% | +84.6% | -73.5% | +8.6% |
| 6M | +28.2% | +446.9% | -418.8% | +17.3% |
| YTD | +21.5% | +129.0% | -107.5% | +12.2% |
| 1Y | +34.5% | +167.9% | -133.3% | +23.4% |
| 3Y | +49.5% | +93.9% | -44.4% | +21.8% |
| 5Y | +188.3% | -33.0% | +221.2% | +150.4% |
| All | +210.5% | +39.1% | +171.4% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling