+281.4%
VRTX vs RUN
-33.9%
+315.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -1.6% | -13.5% | +12.0% | -0.6% |
| 30D | +8.0% | +18.3% | -10.3% | +6.5% |
| 3M | +4.3% | -12.5% | +16.8% | +4.8% |
| 6M | +18.9% | -40.3% | +59.2% | +22.2% |
| YTD | +18.8% | -53.1% | +71.9% | +22.6% |
| 1Y | +24.0% | -54.3% | +78.2% | +27.9% |
| 3Y | +42.1% | -6.5% | +48.6% | +26.9% |
| 5Y | +187.6% | -85.3% | +272.9% | +188.2% |
| 10Y | +485.4% | +68.9% | +416.6% | +306.2% |
| All | +281.4% | -33.9% | +315.3% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling