+471.3%
VRTX vs RL
+314.9%
+156.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.2% | -2.4% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | +12.6% | -7.8% | +20.4% | +13.9% |
| 3M | +23.6% | -4.0% | +27.6% | +24.1% |
| 6M | +14.3% | -1.9% | +16.2% | +14.1% |
| YTD | +20.5% | -0.2% | +20.6% | +19.8% |
| 1Y | +37.6% | +10.7% | +26.9% | +34.6% |
| 3Y | +55.5% | +210.8% | -155.2% | +29.4% |
| 5Y | +175.7% | +238.2% | -62.5% | +122.2% |
| All | +471.3% | +314.9% | +156.4% | +343.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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