+470.4%
VRTX vs ROP
+185.2%
+285.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | +8.0% | +28.8% | -20.7% | -3.6% |
| 3M | +4.3% | +21.1% | -16.8% | -4.6% |
| 6M | +18.9% | +52.5% | -33.7% | -2.7% |
| YTD | +18.8% | +8.9% | +9.9% | +12.9% |
| 1Y | +24.0% | +8.2% | +15.7% | +18.2% |
| 3Y | +42.1% | -5.2% | +47.3% | +42.9% |
| 5Y | +187.6% | +1.7% | +185.9% | +174.4% |
| All | +470.4% | +185.2% | +285.2% | +201.6% |
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