+8,713.9%
VRTX vs ROP
+29,647.0%
-20,933.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | +8.0% | +29.5% | -21.5% | -1.5% |
| 3M | +11.0% | +17.5% | -6.5% | +4.6% |
| 6M | +28.2% | +38.1% | -9.9% | +13.4% |
| YTD | +21.5% | +7.0% | +14.5% | +16.8% |
| 1Y | +34.5% | +6.5% | +28.0% | +29.5% |
| 3Y | +49.5% | -5.5% | +54.9% | +49.1% |
| 5Y | +188.3% | -0.4% | +188.7% | +179.7% |
| 10Y | +493.1% | +183.6% | +309.5% | +295.9% |
| All | +8,713.9% | +29,647.0% | -20,933.0% | +2,437.1% |
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