+25.0%
VRTX vs ROP
+8.8%
+16.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | -2.7% | +2.7% | +0.5% |
| 30D | +11.8% | +29.7% | -17.9% | +7.5% |
| 3M | +3.2% | +21.2% | -18.0% | +0.4% |
| 6M | +21.0% | +48.3% | -27.2% | +15.4% |
| YTD | +19.7% | +8.4% | +11.3% | +25.4% |
| 1Y | +25.0% | +6.0% | +19.0% | +33.5% |
| All | +25.0% | +8.8% | +16.1% | +33.5% |
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