+11,955.6%
VRTX vs RF
+818.2%
+11,137.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | +0.5% | -1.6% | +2.1% | +0.8% |
| 30D | +8.0% | +5.0% | +3.0% | +6.9% |
| 3M | +11.9% | -10.0% | +21.9% | +14.2% |
| 6M | +27.8% | +3.3% | +24.5% | +26.7% |
| YTD | +19.7% | +7.9% | +11.7% | +17.3% |
| 1Y | +30.1% | +21.2% | +8.9% | +24.6% |
| 3Y | +44.2% | +105.8% | -61.6% | +22.2% |
| 5Y | +181.3% | +43.7% | +137.6% | +150.7% |
| 10Y | +587.1% | +289.4% | +297.6% | +363.0% |
| All | +11,955.6% | +818.2% | +11,137.4% | +4,674.9% |
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 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