+265.0%
VRTX vs ROKU
+884.7%
-619.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | +0.8% | -1.3% | +2.1% | +0.9% |
| 30D | +12.6% | +5.9% | +6.8% | +12.1% |
| 3M | +23.6% | +23.9% | -0.3% | +21.2% |
| 6M | +14.3% | +59.6% | -45.3% | +9.6% |
| YTD | +20.5% | +43.4% | -23.0% | +16.4% |
| 1Y | +37.6% | +60.2% | -22.6% | +31.5% |
| 3Y | +55.5% | +90.4% | -34.8% | +42.3% |
| 5Y | +175.7% | -54.5% | +230.3% | +172.9% |
| All | +265.0% | +884.7% | -619.7% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling