+34.1%
VRTX vs RMBS
+16.2%
+17.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.5% |
| 7D | -6.4% | +3.5% | -9.9% | -6.4% |
| 30D | -0.5% | -8.6% | +8.1% | -0.6% |
| 3M | +16.9% | -40.3% | +57.2% | +17.5% |
| 6M | +13.1% | -1.0% | +14.1% | +9.7% |
| YTD | +14.9% | -4.6% | +19.6% | +12.6% |
| All | +34.1% | +16.2% | +17.9% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling