+12,141.6%
VRTX vs ROL
+7,024.3%
+5,117.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.2% |
| 7D | -0.4% | +7.5% | -7.9% | -3.6% |
| 30D | +8.0% | +21.1% | -13.1% | -0.8% |
| 3M | +11.0% | +3.1% | +7.9% | +8.8% |
| 6M | +28.2% | -27.4% | +55.6% | +45.0% |
| YTD | +21.5% | -34.7% | +56.2% | +42.9% |
| 1Y | +34.5% | -32.9% | +67.5% | +56.2% |
| 3Y | +49.5% | +6.1% | +43.3% | +38.8% |
| 5Y | +188.3% | +16.3% | +171.9% | +148.4% |
| 10Y | +493.1% | +214.9% | +278.2% | +205.7% |
| All | +12,141.6% | +7,024.3% | +5,117.3% | +1,384.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling