+181.2%
VRTX vs RJF
+107.4%
+73.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | -3.4% | +1.8% | -5.2% | -3.7% |
| 30D | +6.6% | 0.0% | +6.6% | +6.6% |
| 3M | +19.4% | +18.0% | +1.4% | +15.8% |
| 6M | +15.8% | +17.0% | -1.2% | +12.4% |
| YTD | +16.7% | +11.1% | +5.5% | +14.0% |
| 1Y | +33.8% | +8.0% | +25.9% | +31.3% |
| 3Y | +54.2% | +73.3% | -19.1% | +36.2% |
| All | +181.2% | +107.4% | +73.8% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling