+426.7%
VRTX vs ROK
+357.9%
+68.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -5.6% | -1.2% | -4.4% | -5.3% |
| 30D | -2.0% | -4.8% | +2.8% | -0.8% |
| 3M | +15.8% | -6.1% | +21.9% | +17.2% |
| 6M | +4.7% | +15.5% | -10.8% | -0.2% |
| YTD | +13.7% | +11.2% | +2.5% | +9.3% |
| 1Y | +29.7% | +23.8% | +5.9% | +21.0% |
| 3Y | +48.4% | +53.1% | -4.7% | +26.9% |
| 5Y | +173.3% | +48.3% | +125.1% | +129.1% |
| All | +426.7% | +357.9% | +68.8% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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