+443.5%
VRTX vs ROP
+134.1%
+309.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -1.9% |
| 7D | -3.4% | -5.4% | +2.0% | -0.9% |
| 30D | +6.6% | -1.6% | +8.3% | +7.3% |
| 3M | +19.4% | +18.8% | +0.6% | +9.6% |
| 6M | +15.8% | +8.2% | +7.6% | +10.5% |
| YTD | +16.7% | -10.5% | +27.1% | +21.4% |
| 1Y | +33.8% | -23.7% | +57.6% | +50.6% |
| 3Y | +54.2% | -17.9% | +72.0% | +65.2% |
| 5Y | +176.4% | -15.3% | +191.7% | +186.4% |
| 10Y | +443.5% | +133.4% | +310.1% | +162.2% |
| All | +443.5% | +134.1% | +309.4% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling