+205.9%
VRTX vs REPL
+37.4%
+168.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | 0.0% | +9.8% | -9.8% | -0.3% |
| 30D | +11.8% | +81.5% | -69.7% | +9.5% |
| 3M | +3.2% | +44.2% | -41.0% | +1.8% |
| 6M | +21.0% | +437.4% | -416.4% | +10.8% |
| YTD | +19.7% | +126.1% | -106.4% | +10.6% |
| 1Y | +25.0% | +143.1% | -118.2% | +15.1% |
| 3Y | +45.2% | +97.8% | -52.6% | +18.0% |
| 5Y | +189.7% | -34.3% | +224.0% | +151.9% |
| All | +205.9% | +37.4% | +168.5% | +106.6% |
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