+42.1%
VRTX vs ROP
-5.1%
+47.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +8.0% | +28.8% | -20.7% | +0.5% |
| 3M | +4.3% | +21.1% | -16.8% | -1.2% |
| 6M | +18.9% | +52.5% | -33.7% | +4.8% |
| YTD | +18.8% | +8.9% | +9.9% | +18.3% |
| 1Y | +24.0% | +8.2% | +15.7% | +23.7% |
| 3Y | +42.1% | -5.2% | +47.3% | +48.5% |
| All | +42.1% | -5.1% | +47.2% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling