+286.7%
VRTX vs RUN
-31.9%
+318.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | +0.8% | +1.3% | -0.4% | +0.7% |
| 30D | +12.6% | -15.3% | +27.9% | +13.8% |
| 3M | +23.6% | -40.0% | +63.6% | +27.6% |
| 6M | +14.3% | -27.0% | +41.2% | +15.9% |
| YTD | +20.5% | -51.7% | +72.1% | +24.5% |
| 1Y | +37.6% | -45.9% | +83.5% | +40.2% |
| 3Y | +55.5% | -43.8% | +99.3% | +45.2% |
| 5Y | +175.7% | -80.5% | +256.2% | +168.5% |
| 10Y | +474.2% | +45.3% | +428.9% | +304.0% |
| All | +286.7% | -31.9% | +318.6% | +177.0% |
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