+12,036.0%
VRTX vs RRC
+2,132.3%
+9,903.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +0.8% | +1.3% | -0.5% | +0.7% |
| 30D | +12.6% | +10.1% | +2.5% | +11.3% |
| 3M | +23.6% | +4.0% | +19.6% | +22.9% |
| 6M | +14.3% | +1.6% | +12.7% | +13.7% |
| YTD | +20.5% | +19.7% | +0.8% | +17.4% |
| 1Y | +37.6% | +21.4% | +16.2% | +33.6% |
| 3Y | +55.5% | +29.7% | +25.9% | +47.6% |
| 5Y | +175.7% | +153.9% | +21.9% | +131.7% |
| 10Y | +474.2% | +10.8% | +463.4% | +373.3% |
| All | +12,036.0% | +2,132.3% | +9,903.7% | +7,983.1% |
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