+54.2%
VRTX vs RMBS
+55.1%
-0.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -3.2% |
| 7D | -3.4% | +3.0% | -6.4% | -3.6% |
| 30D | +6.6% | -14.4% | +21.0% | +7.4% |
| 3M | +19.4% | -42.8% | +62.2% | +22.8% |
| 6M | +15.8% | -1.4% | +17.2% | +12.6% |
| YTD | +16.7% | -5.4% | +22.1% | +13.5% |
| 1Y | +33.8% | +18.6% | +15.2% | +26.1% |
| 3Y | +54.2% | +57.3% | -3.1% | +39.9% |
| All | +54.2% | +55.1% | -0.9% | +39.9% |
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