+33.8%
VRTX vs ROP
-23.1%
+56.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.7% |
| 7D | -3.4% | -5.4% | +2.0% | -2.5% |
| 30D | +6.6% | -1.6% | +8.3% | +6.9% |
| 3M | +19.4% | +18.8% | +0.6% | +16.6% |
| 6M | +15.8% | +8.2% | +7.6% | +14.9% |
| YTD | +16.7% | -10.5% | +27.1% | +23.8% |
| 1Y | +33.8% | -23.7% | +57.6% | +50.1% |
| All | +33.8% | -23.1% | +56.9% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling