+208.8%
VRTX vs REPL
+45.5%
+163.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.7% |
| 7D | +3.2% | +12.7% | -9.5% | +2.8% |
| 30D | +7.4% | +73.5% | -66.1% | +5.3% |
| 3M | +4.6% | +70.3% | -65.7% | +2.5% |
| 6M | +27.5% | +472.0% | -444.5% | +16.5% |
| YTD | +20.9% | +139.5% | -118.7% | +11.5% |
| 1Y | +30.1% | +167.3% | -137.2% | +19.4% |
| 3Y | +46.6% | +109.5% | -62.9% | +18.9% |
| 5Y | +191.6% | -29.9% | +221.5% | +152.9% |
| All | +208.8% | +45.5% | +163.3% | +108.2% |
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