+4,893.1%
VRTX vs RSG
+2,015.2%
+2,877.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -1.7% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +12.6% | +7.6% | +5.1% | +9.7% |
| 3M | +23.6% | +7.4% | +16.2% | +20.2% |
| 6M | +14.3% | -3.3% | +17.5% | +15.1% |
| YTD | +20.5% | +6.0% | +14.5% | +17.3% |
| 1Y | +37.6% | -3.7% | +41.3% | +38.5% |
| 3Y | +55.5% | +59.1% | -3.6% | +29.3% |
| 5Y | +175.7% | +89.0% | +86.7% | +113.4% |
| 10Y | +474.2% | +412.5% | +61.7% | +208.5% |
| All | +4,893.1% | +2,015.2% | +2,877.8% | +1,662.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling