+3,065.9%
VRTX vs RMBS
+1,339.3%
+1,726.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | +12.6% | -12.2% | +24.8% | +14.6% |
| 3M | +23.6% | -49.5% | +73.2% | +35.1% |
| 6M | +14.3% | -7.1% | +21.4% | +11.4% |
| YTD | +20.5% | -7.0% | +27.5% | +16.4% |
| 1Y | +37.6% | +13.3% | +24.2% | +27.0% |
| 3Y | +55.5% | +49.2% | +6.3% | +30.7% |
| 5Y | +175.7% | +250.0% | -74.2% | +96.3% |
| 10Y | +474.2% | +495.1% | -20.9% | +264.6% |
| All | +3,065.9% | +1,339.3% | +1,726.6% | +925.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling