+30.2%
VRTX vs RUN
-53.7%
+83.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.2% | +3.4% |
| 7D | +3.7% | +18.5% | -14.8% | +2.9% |
| 30D | +9.0% | +15.5% | -6.5% | +8.3% |
| 3M | +14.7% | -20.3% | +35.0% | +15.4% |
| 6M | +27.7% | -30.8% | +58.5% | +29.1% |
| YTD | +21.1% | -52.2% | +73.3% | +21.3% |
| 1Y | +30.2% | -53.9% | +84.1% | +30.7% |
| All | +30.2% | -53.7% | +83.9% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling