+50.1%
VRTX vs RJF
+71.0%
-20.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | -0.5% | -2.0% | +1.5% | -0.3% |
| 3M | +16.9% | +16.3% | +0.6% | +14.4% |
| 6M | +13.1% | +16.9% | -3.8% | +10.4% |
| YTD | +14.9% | +10.4% | +4.5% | +13.0% |
| 1Y | +31.4% | +7.4% | +24.0% | +29.5% |
| All | +50.1% | +71.0% | -20.9% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling