+56.8%
VRTX vs REPL
-22.6%
+79.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.4% |
| 3M | +23.6% | +52.4% | -28.8% | +22.9% |
| 6M | +14.3% | +107.4% | -93.2% | +12.1% |
| YTD | +20.5% | +54.7% | -34.3% | +18.5% |
| 1Y | +37.6% | +158.9% | -121.3% | +34.1% |
| All | +56.8% | -22.6% | +79.4% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling