+172.9%
VRTX vs ROKU
-54.7%
+227.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -7.8% | -2.6% | -5.1% | -7.6% |
| 30D | -2.8% | +2.1% | -5.0% | -3.0% |
| 3M | +18.1% | +31.8% | -13.7% | +15.9% |
| 6M | +3.1% | +53.3% | -50.2% | +0.1% |
| YTD | +13.5% | +42.1% | -28.6% | +10.6% |
| 1Y | +32.4% | +62.3% | -29.9% | +27.8% |
| 3Y | +50.0% | +84.6% | -34.6% | +40.4% |
| 5Y | +172.9% | -53.1% | +225.9% | +155.9% |
| All | +172.9% | -54.7% | +227.6% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling