+456.3%
VRTX vs RUN
+43.6%
+412.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.2% |
| 7D | -6.4% | -1.8% | -4.6% | -6.3% |
| 30D | -0.5% | -10.8% | +10.3% | +0.2% |
| 3M | +16.9% | -30.2% | +47.1% | +19.4% |
| 6M | +13.1% | -22.3% | +35.4% | +14.2% |
| YTD | +14.9% | -52.2% | +67.1% | +18.8% |
| 1Y | +31.4% | -45.1% | +76.5% | +33.8% |
| 3Y | +51.9% | -37.1% | +89.0% | +40.1% |
| 5Y | +177.1% | -80.3% | +257.3% | +170.0% |
| 10Y | +456.3% | +45.2% | +411.1% | +271.5% |
| All | +456.3% | +43.6% | +412.7% | +271.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling