+42.1%
VRTX vs RMBS
+32.1%
+10.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | -1.6% | +10.3% | -11.9% | -2.0% |
| 30D | +8.0% | -10.7% | +18.8% | +8.4% |
| 3M | +4.3% | -17.2% | +21.5% | +4.8% |
| 6M | +18.9% | -39.0% | +57.9% | +20.6% |
| YTD | +18.8% | -10.5% | +29.3% | +15.5% |
| 1Y | +24.0% | -11.0% | +34.9% | +20.3% |
| 3Y | +42.1% | +31.3% | +10.8% | +30.0% |
| All | +42.1% | +32.1% | +10.1% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling