+426.7%
VRTX vs RSG
+428.9%
-2.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -2.0% | +4.0% | -5.9% | -3.6% |
| 3M | +15.8% | +7.4% | +8.4% | +12.0% |
| 6M | +4.7% | +0.1% | +4.6% | +4.2% |
| YTD | +13.7% | +6.0% | +7.7% | +9.8% |
| 1Y | +29.7% | -3.0% | +32.7% | +30.5% |
| 3Y | +48.4% | +56.5% | -8.0% | +16.0% |
| 5Y | +173.3% | +90.9% | +82.4% | +89.2% |
| All | +426.7% | +428.9% | -2.2% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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