+12,036.0%
VRTX vs RF
+883.1%
+11,152.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +12.6% | -3.6% | +16.3% | +13.4% |
| 3M | +23.6% | +8.1% | +15.5% | +21.6% |
| 6M | +14.3% | +11.5% | +2.8% | +11.6% |
| YTD | +20.5% | +15.6% | +4.9% | +16.5% |
| 1Y | +37.6% | +15.7% | +21.9% | +32.9% |
| 3Y | +55.5% | +86.9% | -31.3% | +34.1% |
| 5Y | +175.7% | +89.8% | +85.9% | +131.9% |
| 10Y | +474.2% | +344.7% | +129.5% | +276.7% |
| All | +12,036.0% | +883.1% | +11,152.9% | +4,642.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling