+185.4%
VRTX vs ROP
-11.7%
+197.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.4% | -0.9% |
| 7D | +0.8% | -4.4% | +5.3% | +2.3% |
| 30D | +12.6% | +3.2% | +9.4% | +11.4% |
| 3M | +23.6% | +23.1% | +0.6% | +14.8% |
| 6M | +14.3% | +13.3% | +1.0% | +8.9% |
| YTD | +20.5% | -7.9% | +28.3% | +24.3% |
| 1Y | +37.6% | -22.1% | +59.6% | +52.0% |
| 3Y | +55.5% | -16.8% | +72.4% | +66.2% |
| All | +185.4% | -11.7% | +197.0% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling