+8,653.4%
VRTX vs ROP
+29,959.8%
-21,306.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.9% |
| 7D | -2.1% | +2.1% | -4.3% | -2.9% |
| 30D | +8.2% | +32.9% | -24.7% | -2.2% |
| 3M | +13.0% | +20.3% | -7.3% | +5.6% |
| 6M | +27.9% | +36.8% | -8.8% | +13.5% |
| YTD | +20.7% | +8.1% | +12.6% | +15.6% |
| 1Y | +31.4% | +8.3% | +23.2% | +25.8% |
| 3Y | +41.8% | -3.2% | +45.1% | +40.4% |
| 5Y | +183.7% | +1.7% | +182.0% | +173.2% |
| 10Y | +592.9% | +199.2% | +393.7% | +354.6% |
| All | +8,653.4% | +29,959.8% | -21,306.4% | +2,410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling