+194.3%
VRTX vs RUN
-83.2%
+277.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.3% |
| 7D | -0.4% | +3.2% | -3.6% | -0.6% |
| 30D | +7.9% | +19.5% | -11.6% | +6.9% |
| 3M | +3.3% | -9.6% | +12.9% | +3.5% |
| 6M | +25.7% | -37.3% | +63.0% | +27.6% |
| YTD | +20.7% | -50.7% | +71.4% | +22.7% |
| 1Y | +27.4% | -54.1% | +81.5% | +29.9% |
| 3Y | +46.4% | -3.9% | +50.3% | +36.3% |
| 5Y | +194.3% | -84.4% | +278.7% | +161.8% |
| All | +194.3% | -83.2% | +277.5% | +161.8% |
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