+12,057.6%
VRTX vs RRC
+2,495.7%
+9,561.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.2% |
| 7D | -2.1% | -10.8% | +8.7% | -0.8% |
| 30D | +8.2% | +22.3% | -14.1% | +5.3% |
| 3M | +13.0% | +26.6% | -13.6% | +9.4% |
| 6M | +27.9% | +18.9% | +9.0% | +24.6% |
| YTD | +20.7% | +39.2% | -18.5% | +15.0% |
| 1Y | +31.4% | +34.0% | -2.5% | +25.8% |
| 3Y | +41.8% | +42.0% | -0.2% | +32.8% |
| 5Y | +183.7% | +111.9% | +71.8% | +144.2% |
| 10Y | +592.9% | +62.8% | +530.1% | +440.8% |
| All | +12,057.6% | +2,495.7% | +9,561.9% | +7,819.0% |
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