+470.4%
VRTX vs RF
+223.4%
+247.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.9% |
| 7D | -1.6% | +1.9% | -3.5% | -1.9% |
| 30D | +8.0% | +7.3% | +0.7% | +6.8% |
| 3M | +4.3% | -7.9% | +12.2% | +5.6% |
| 6M | +18.9% | +10.5% | +8.4% | +16.7% |
| YTD | +18.8% | +9.6% | +9.2% | +16.5% |
| 1Y | +24.0% | +20.3% | +3.7% | +19.7% |
| 3Y | +42.1% | +119.5% | -77.4% | +22.7% |
| 5Y | +187.6% | +48.2% | +139.4% | +160.5% |
| All | +470.4% | +223.4% | +247.1% | +351.0% |
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