+27.4%
VRTX vs ROL
-33.3%
+60.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.4% | +0.8% | -1.1% | -0.4% |
| 30D | +7.9% | +20.6% | -12.7% | +6.8% |
| 3M | +3.3% | +4.5% | -1.2% | +2.9% |
| 6M | +25.7% | -26.5% | +52.2% | +25.9% |
| YTD | +20.7% | -34.8% | +55.5% | +18.8% |
| 1Y | +27.4% | -33.2% | +60.6% | +24.7% |
| All | +27.4% | -33.3% | +60.8% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling