+470.4%
VRTX vs ROL
+221.5%
+248.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.5% |
| 7D | -1.6% | +3.0% | -4.5% | -2.5% |
| 30D | +8.0% | +19.8% | -11.7% | +1.8% |
| 3M | +4.3% | +7.9% | -3.6% | +1.4% |
| 6M | +18.9% | -25.6% | +44.5% | +29.9% |
| YTD | +18.8% | -34.1% | +52.9% | +34.3% |
| 1Y | +24.0% | -31.4% | +55.3% | +38.0% |
| 3Y | +42.1% | +4.7% | +37.5% | +33.8% |
| 5Y | +187.6% | +15.6% | +172.0% | +153.5% |
| All | +470.4% | +221.5% | +248.9% | +202.8% |
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