+191.6%
VRTX vs RF
+45.3%
+146.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +3.2% | +0.3% | +2.9% | +3.2% |
| 30D | +7.4% | +6.2% | +1.2% | +6.4% |
| 3M | +4.6% | -7.8% | +12.4% | +5.8% |
| 6M | +27.5% | +5.9% | +21.5% | +26.1% |
| YTD | +20.9% | +9.0% | +11.8% | +18.7% |
| 1Y | +30.1% | +19.3% | +10.8% | +25.9% |
| 3Y | +46.6% | +116.4% | -69.8% | +27.5% |
| 5Y | +191.6% | +46.0% | +145.5% | +163.9% |
| All | +191.6% | +45.3% | +146.3% | +163.9% |
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