+2,203.5%
VRTX vs RL
+1,476.5%
+727.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | -2.1% | -4.2% | +2.0% | -1.1% |
| 30D | +8.2% | +4.3% | +3.9% | +6.9% |
| 3M | +13.0% | -4.6% | +17.6% | +14.1% |
| 6M | +27.9% | +1.7% | +26.2% | +26.1% |
| YTD | +20.7% | +7.3% | +13.3% | +16.7% |
| 1Y | +31.4% | +20.8% | +10.6% | +23.0% |
| 3Y | +41.8% | +247.0% | -205.1% | -3.7% |
| 5Y | +183.7% | +225.5% | -41.8% | +89.1% |
| 10Y | +592.9% | +363.0% | +229.8% | +267.1% |
| All | +2,203.5% | +1,476.5% | +727.0% | +560.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling