+50.1%
VRTX vs RSG
+57.5%
-7.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -0.5% | +3.7% | -4.2% | -1.4% |
| 3M | +16.9% | +6.2% | +10.7% | +15.2% |
| 6M | +13.1% | -2.8% | +15.8% | +13.7% |
| YTD | +14.9% | +5.9% | +9.1% | +12.7% |
| 1Y | +31.4% | -1.8% | +33.2% | +31.6% |
| All | +50.1% | +57.5% | -7.4% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling