+12,141.6%
VRTX vs RRC
+2,502.6%
+9,638.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -0.4% | -10.3% | +9.9% | +0.9% |
| 30D | +8.0% | +19.5% | -11.5% | +5.4% |
| 3M | +11.0% | +27.9% | -16.9% | +7.4% |
| 6M | +28.2% | +21.2% | +7.0% | +24.5% |
| YTD | +21.5% | +39.6% | -18.1% | +15.8% |
| 1Y | +34.5% | +31.3% | +3.3% | +29.1% |
| 3Y | +49.5% | +51.9% | -2.5% | +38.9% |
| 5Y | +188.3% | +110.2% | +78.1% | +148.4% |
| 10Y | +493.1% | +56.7% | +436.4% | +365.2% |
| All | +12,141.6% | +2,502.6% | +9,638.9% | +7,871.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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