+194.8%
VRTX vs RMBS
+230.6%
-35.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +3.2% | -8.4% | +11.6% | +3.6% |
| 30D | +7.4% | -24.9% | +32.3% | +9.0% |
| 3M | +4.6% | -15.8% | +20.4% | +5.2% |
| 6M | +27.5% | -37.5% | +65.0% | +29.6% |
| YTD | +20.9% | -12.1% | +33.0% | +17.5% |
| 1Y | +30.1% | -27.0% | +57.1% | +28.4% |
| 3Y | +46.6% | +28.8% | +17.8% | +32.0% |
| All | +194.8% | +230.6% | -35.8% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling