+443.5%
VRTX vs ROL
+203.4%
+240.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.6% | -2.3% |
| 7D | -3.4% | -3.4% | 0.0% | -2.3% |
| 30D | +6.6% | -6.9% | +13.6% | +9.1% |
| 3M | +19.4% | -24.6% | +44.0% | +30.3% |
| 6M | +15.8% | -39.5% | +55.3% | +35.8% |
| YTD | +16.7% | -41.1% | +57.8% | +37.3% |
| 1Y | +33.8% | -37.9% | +71.7% | +54.1% |
| 3Y | +54.2% | +0.8% | +53.4% | +46.4% |
| 5Y | +176.4% | -4.7% | +181.1% | +161.2% |
| 10Y | +443.5% | +207.9% | +235.6% | +183.0% |
| All | +443.5% | +203.4% | +240.1% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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