+176.4%
VRTX vs RUN
-80.3%
+256.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -6.9% | -3.3% |
| 7D | -3.4% | +10.2% | -13.6% | -3.9% |
| 30D | +6.6% | -9.6% | +16.2% | +7.0% |
| 3M | +19.4% | -31.5% | +50.9% | +21.1% |
| 6M | +15.8% | -18.7% | +34.5% | +16.3% |
| YTD | +16.7% | -49.9% | +66.6% | +18.9% |
| 1Y | +33.8% | -45.5% | +79.3% | +35.4% |
| 3Y | +54.2% | -34.1% | +88.3% | +46.4% |
| 5Y | +176.4% | -79.4% | +255.8% | +163.8% |
| All | +176.4% | -80.3% | +256.7% | +163.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling