+244.5%
VRTX vs ROKU
+880.6%
-636.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -5.6% | -0.4% | -5.2% | -5.6% |
| 30D | -2.0% | +2.1% | -4.0% | -2.1% |
| 3M | +15.8% | +29.5% | -13.7% | +13.2% |
| 6M | +4.7% | +53.8% | -49.1% | +0.7% |
| YTD | +13.7% | +42.8% | -29.1% | +9.9% |
| 1Y | +29.7% | +60.7% | -31.0% | +23.9% |
| 3Y | +48.4% | +83.9% | -35.4% | +36.2% |
| 5Y | +173.3% | -52.8% | +226.1% | +169.6% |
| All | +244.5% | +880.6% | -636.1% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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