+24.0%
VRTX vs ROK
+4.7%
+19.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.6% | +7.1% | -8.6% | -2.2% |
| 30D | +8.0% | -5.0% | +13.0% | +8.3% |
| 3M | +4.3% | -9.4% | +13.7% | +5.1% |
| 6M | +18.9% | -11.0% | +29.9% | +19.4% |
| YTD | +18.8% | +4.4% | +14.4% | +12.0% |
| 1Y | +24.0% | +7.4% | +16.5% | +15.0% |
| All | +24.0% | +4.7% | +19.3% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling