+139.7%
VRTX vs ROIV
+287.3%
-147.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.2% |
| 7D | -0.4% | +13.3% | -13.7% | -1.7% |
| 30D | +8.0% | +14.8% | -6.8% | +6.4% |
| 3M | +11.0% | +11.9% | -0.9% | +9.4% |
| 6M | +28.2% | +42.4% | -14.2% | +22.8% |
| YTD | +21.5% | +87.4% | -65.9% | +12.8% |
| 1Y | +34.5% | +97.2% | -62.7% | +24.2% |
| 3Y | +49.5% | +375.7% | -326.2% | +26.4% |
| 5Y | +188.3% | +379.0% | -190.8% | +120.0% |
| All | +139.7% | +287.3% | -147.6% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling