+493.1%
VRTX vs RL
+397.7%
+95.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | -0.1% |
| 7D | -0.4% | +0.2% | -0.7% | -0.5% |
| 30D | +8.0% | +7.3% | +0.7% | +6.9% |
| 3M | +11.0% | +1.0% | +10.0% | +10.7% |
| 6M | +28.2% | +11.8% | +16.4% | +25.7% |
| YTD | +21.5% | +13.6% | +7.9% | +18.6% |
| 1Y | +34.5% | +24.0% | +10.5% | +29.6% |
| 3Y | +49.5% | +256.6% | -207.1% | +22.7% |
| 5Y | +188.3% | +240.2% | -51.9% | +133.8% |
| 10Y | +493.1% | +373.0% | +120.1% | +352.7% |
| All | +493.1% | +397.7% | +95.4% | +352.7% |
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