+41.8%
VRTX vs REPL
+48.4%
-6.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.1% | +0.8% |
| 7D | -2.1% | +22.8% | -24.9% | -2.3% |
| 30D | +8.2% | +63.8% | -55.6% | +7.6% |
| 3M | +13.0% | +68.1% | -55.1% | +12.4% |
| 6M | +27.9% | +528.5% | -500.6% | +24.6% |
| YTD | +20.7% | +122.4% | -101.8% | +18.1% |
| 1Y | +31.4% | +154.4% | -122.9% | +28.4% |
| 3Y | +41.8% | +68.0% | -26.2% | +30.2% |
| All | +41.8% | +48.4% | -6.6% | +30.2% |
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 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