+471.3%
VRTX vs RF
+347.6%
+123.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.6% |
| 30D | +12.6% | -3.6% | +16.3% | +13.3% |
| 3M | +23.6% | +8.1% | +15.5% | +21.8% |
| 6M | +14.3% | +11.5% | +2.8% | +11.9% |
| YTD | +20.5% | +15.6% | +4.9% | +17.0% |
| 1Y | +37.6% | +15.7% | +21.9% | +33.4% |
| 3Y | +55.5% | +86.9% | -31.3% | +36.5% |
| 5Y | +175.7% | +89.8% | +85.9% | +136.9% |
| All | +471.3% | +347.6% | +123.6% | +194.3% |
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