+189.7%
VRTX vs RJF
+79.5%
+110.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | 0.0% | +1.5% | -1.5% | -0.3% |
| 30D | +11.8% | +6.7% | +5.1% | +10.4% |
| 3M | +3.2% | -7.3% | +10.6% | +4.6% |
| 6M | +21.0% | +9.8% | +11.3% | +18.8% |
| YTD | +19.7% | +5.6% | +14.0% | +18.0% |
| 1Y | +25.0% | +2.3% | +22.7% | +23.8% |
| 3Y | +45.2% | +73.6% | -28.4% | +27.6% |
| 5Y | +189.7% | +79.9% | +109.8% | +150.6% |
| All | +189.7% | +79.5% | +110.2% | +150.6% |
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 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