+33.8%
VRTX vs ROL
-37.3%
+71.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.6% | -3.0% |
| 7D | -3.4% | -3.4% | 0.0% | -3.2% |
| 30D | +6.6% | -6.9% | +13.6% | +7.1% |
| 3M | +19.4% | -24.6% | +44.0% | +21.5% |
| 6M | +15.8% | -39.5% | +55.3% | +19.2% |
| YTD | +16.7% | -41.1% | +57.8% | +19.3% |
| 1Y | +33.8% | -37.9% | +71.7% | +36.0% |
| All | +33.8% | -37.3% | +71.1% | +36.0% |
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 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