+426.7%
VRTX vs RMBS
+566.4%
-139.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -5.6% | +1.8% | -7.4% | -5.9% |
| 30D | -2.0% | -13.9% | +11.9% | -0.1% |
| 3M | +15.8% | -39.8% | +55.6% | +22.9% |
| 6M | +4.7% | -6.0% | +10.7% | +1.0% |
| YTD | +13.7% | -5.4% | +19.0% | +8.5% |
| 1Y | +29.7% | -1.8% | +31.5% | +21.0% |
| 3Y | +48.4% | +53.7% | -5.2% | +18.9% |
| 5Y | +173.3% | +268.5% | -95.2% | +61.3% |
| All | +426.7% | +566.4% | -139.7% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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