+495.5%
VRTX vs ROST
+317.2%
+178.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | +3.2% | +3.2% | +0.1% | +2.5% |
| 30D | +7.4% | +7.4% | 0.0% | +5.7% |
| 3M | +4.6% | -6.1% | +10.6% | +5.8% |
| 6M | +27.5% | +6.2% | +21.2% | +25.2% |
| YTD | +20.9% | +33.4% | -12.6% | +12.7% |
| 1Y | +30.1% | +48.8% | -18.7% | +18.4% |
| 3Y | +46.6% | +99.5% | -52.9% | +24.3% |
| 5Y | +191.6% | +112.7% | +78.9% | +138.5% |
| All | +495.5% | +317.2% | +178.4% | +338.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling