+12,036.0%
VRTX vs ROL
+6,494.6%
+5,541.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | +0.8% | -1.4% | +2.2% | +1.4% |
| 30D | +12.6% | -4.1% | +16.7% | +14.6% |
| 3M | +23.6% | -22.5% | +46.1% | +37.0% |
| 6M | +14.3% | -37.7% | +51.9% | +38.7% |
| YTD | +20.5% | -39.6% | +60.0% | +47.3% |
| 1Y | +37.6% | -36.0% | +73.6% | +63.4% |
| 3Y | +55.5% | -5.1% | +60.7% | +51.8% |
| 5Y | +175.7% | -3.4% | +179.1% | +158.3% |
| 10Y | +474.2% | +215.2% | +258.9% | +196.4% |
| All | +12,036.0% | +6,494.6% | +5,541.4% | +1,430.4% |
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