+138.0%
VRTX vs ROIV
+270.3%
-132.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.3% | +0.2% |
| 7D | -2.1% | +5.3% | -7.4% | -2.7% |
| 30D | +8.2% | +11.9% | -3.7% | +6.9% |
| 3M | +13.0% | +10.7% | +2.3% | +11.5% |
| 6M | +27.9% | +34.9% | -7.0% | +23.2% |
| YTD | +20.7% | +79.2% | -58.5% | +12.6% |
| 1Y | +31.4% | +89.0% | -57.6% | +21.9% |
| 3Y | +41.8% | +337.3% | -295.5% | +20.9% |
| 5Y | +183.7% | +402.3% | -218.6% | +116.9% |
| All | +138.0% | +270.3% | -132.2% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling