+470.4%
VRTX vs ROK
+264.0%
+206.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.6% | +7.1% | -8.6% | -3.2% |
| 30D | +8.0% | -5.0% | +13.0% | +8.9% |
| 3M | +4.3% | -9.4% | +13.7% | +6.2% |
| 6M | +18.9% | -11.0% | +29.9% | +21.0% |
| YTD | +18.8% | +4.4% | +14.4% | +15.4% |
| 1Y | +24.0% | +7.4% | +16.5% | +19.5% |
| 3Y | +42.1% | +61.0% | -18.8% | +19.3% |
| 5Y | +187.6% | +30.4% | +157.2% | +150.8% |
| All | +470.4% | +264.0% | +206.4% | +264.3% |
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