+8,637.9%
VRTX vs ROP
+25,523.2%
-16,885.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.4% | -0.9% |
| 7D | +0.8% | -4.4% | +5.3% | +2.4% |
| 30D | +12.6% | +3.2% | +9.4% | +11.3% |
| 3M | +23.6% | +23.1% | +0.6% | +14.5% |
| 6M | +14.3% | +13.3% | +1.0% | +8.4% |
| YTD | +20.5% | -7.9% | +28.3% | +22.4% |
| 1Y | +37.6% | -22.1% | +59.6% | +48.0% |
| 3Y | +55.5% | -16.8% | +72.4% | +62.7% |
| 5Y | +175.7% | -13.5% | +189.3% | +181.9% |
| 10Y | +474.2% | +137.7% | +336.5% | +309.1% |
| All | +8,637.9% | +25,523.2% | -16,885.3% | +2,558.0% |
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