+188.2%
VRTX vs RF
+47.5%
+140.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.9% |
| 3M | +4.3% | -7.9% | +12.2% | +5.6% |
| 6M | +18.9% | +10.5% | +8.4% | +16.8% |
| YTD | +18.8% | +9.6% | +9.2% | +16.5% |
| 1Y | +24.0% | +20.3% | +3.7% | +19.8% |
| 3Y | +42.1% | +119.5% | -77.4% | +23.3% |
| All | +188.2% | +47.5% | +140.8% | +161.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling