+42.1%
VRTX vs ROL
+5.9%
+36.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.1% |
| 7D | -1.6% | +3.0% | -4.5% | -2.0% |
| 30D | +8.0% | +19.8% | -11.7% | +5.0% |
| 3M | +4.3% | +7.9% | -3.6% | +3.0% |
| 6M | +18.9% | -25.6% | +44.5% | +24.8% |
| YTD | +18.8% | -34.1% | +52.9% | +26.8% |
| 1Y | +24.0% | -31.4% | +55.3% | +31.0% |
| 3Y | +42.1% | +4.7% | +37.5% | +26.5% |
| All | +42.1% | +5.9% | +36.3% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling