+30.8%
VRTX vs ROP
+7.0%
+23.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -0.4% | -1.6% | +1.2% | -0.2% |
| 30D | +8.0% | +29.5% | -21.5% | +4.0% |
| 3M | +11.0% | +17.5% | -6.5% | +8.5% |
| 6M | +28.2% | +38.1% | -9.9% | +23.3% |
| YTD | +21.5% | +7.0% | +14.5% | +26.2% |
| All | +30.8% | +7.0% | +23.8% | +36.4% |
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