+493.1%
VRTX vs RF
+277.2%
+215.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +8.0% | +7.0% | +1.0% | +6.8% |
| 3M | +11.0% | -7.0% | +18.1% | +12.3% |
| 6M | +28.2% | +6.8% | +21.4% | +26.5% |
| YTD | +21.5% | +9.9% | +11.6% | +19.1% |
| 1Y | +34.5% | +21.1% | +13.4% | +29.8% |
| 3Y | +49.5% | +119.6% | -70.2% | +28.9% |
| 5Y | +188.3% | +46.2% | +142.1% | +161.6% |
| 10Y | +493.1% | +261.5% | +231.6% | +328.0% |
| All | +493.1% | +277.2% | +215.9% | +328.0% |
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