+479.4%
VRTX vs RF
+220.9%
+258.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -0.4% | -1.3% | +1.0% | -0.1% |
| 30D | +7.9% | +4.6% | +3.3% | +7.1% |
| 3M | +3.3% | -8.4% | +11.7% | +4.7% |
| 6M | +25.7% | +8.9% | +16.8% | +23.8% |
| YTD | +20.7% | +8.8% | +11.9% | +18.5% |
| 1Y | +27.4% | +18.9% | +8.5% | +23.3% |
| 3Y | +46.4% | +116.0% | -69.6% | +26.7% |
| 5Y | +194.3% | +46.0% | +148.3% | +167.2% |
| All | +479.4% | +220.9% | +258.5% | +358.6% |
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