+557.4%
VRTX vs RF
+279.4%
+278.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | +8.2% | +6.0% | +2.2% | +7.1% |
| 3M | +13.0% | -8.9% | +21.9% | +14.8% |
| 6M | +27.9% | +2.3% | +25.6% | +27.2% |
| YTD | +20.7% | +7.6% | +13.1% | +18.7% |
| 1Y | +31.4% | +21.2% | +10.3% | +26.6% |
| 3Y | +41.8% | +108.5% | -66.7% | +22.8% |
| 5Y | +183.7% | +43.2% | +140.5% | +157.5% |
| All | +557.4% | +279.4% | +278.0% | +303.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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