+12,057.6%
VRTX vs ROL
+6,879.0%
+5,178.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.7% |
| 7D | -2.1% | +9.5% | -11.6% | -6.0% |
| 30D | +8.2% | +22.9% | -14.7% | -1.3% |
| 3M | +13.0% | +3.5% | +9.5% | +10.6% |
| 6M | +27.9% | -29.4% | +57.3% | +46.5% |
| YTD | +20.7% | -36.1% | +56.7% | +43.1% |
| 1Y | +31.4% | -34.4% | +65.8% | +54.0% |
| 3Y | +41.8% | +4.0% | +37.8% | +32.9% |
| 5Y | +183.7% | +13.2% | +170.5% | +147.4% |
| 10Y | +592.9% | +219.7% | +373.2% | +254.7% |
| All | +12,057.6% | +6,879.0% | +5,178.6% | +1,387.2% |
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