+176.4%
VRTX vs RMD
-21.0%
+197.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.5% |
| 7D | -3.4% | -4.5% | +1.0% | -2.6% |
| 30D | +6.6% | +4.6% | +2.0% | +5.7% |
| 3M | +19.4% | +14.8% | +4.6% | +16.2% |
| 6M | +15.8% | -12.1% | +27.9% | +18.0% |
| YTD | +16.7% | -7.5% | +24.1% | +17.7% |
| 1Y | +33.8% | -20.1% | +53.9% | +38.4% |
| 3Y | +54.2% | +53.9% | +0.3% | +38.7% |
| 5Y | +176.4% | -22.2% | +198.6% | +172.6% |
| All | +176.4% | -21.0% | +197.4% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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