+426.7%
VRTX vs RJF
+429.3%
-2.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.6% | -2.7% | -2.9% | -4.9% |
| 30D | -2.0% | -4.3% | +2.3% | -0.9% |
| 3M | +15.8% | +15.7% | +0.1% | +11.4% |
| 6M | +4.7% | +17.8% | -13.1% | +0.1% |
| YTD | +13.7% | +9.2% | +4.5% | +10.5% |
| 1Y | +29.7% | +2.8% | +26.9% | +27.9% |
| 3Y | +48.4% | +69.5% | -21.0% | +25.1% |
| 5Y | +173.3% | +105.9% | +67.4% | +111.9% |
| All | +426.7% | +429.3% | -2.6% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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