+198.1%
VRTX vs REPL
-7.7%
+205.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.1% |
| 7D | -3.4% | -5.7% | +2.3% | -3.2% |
| 30D | +6.6% | +22.5% | -15.9% | +5.9% |
| 3M | +19.4% | +64.7% | -45.3% | +15.7% |
| 6M | +15.8% | +83.0% | -67.2% | +8.0% |
| YTD | +16.7% | +52.0% | -35.3% | +9.4% |
| 1Y | +33.8% | +144.5% | -110.7% | +20.3% |
| 3Y | +54.2% | -25.1% | +79.2% | +33.8% |
| 5Y | +176.4% | -52.9% | +229.2% | +142.4% |
| All | +198.1% | -7.7% | +205.8% | +104.4% |
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