+114.3%
VRTX vs RVMD
+620.8%
-506.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | -7.8% | -3.6% | -4.2% | -7.4% |
| 30D | -2.8% | -1.1% | -1.8% | -2.8% |
| 3M | +18.1% | +41.0% | -22.9% | +14.0% |
| 6M | +3.1% | +105.7% | -102.6% | -5.0% |
| YTD | +13.5% | +155.3% | -141.8% | +1.4% |
| 1Y | +32.4% | +402.7% | -370.3% | +9.8% |
| 3Y | +50.0% | +533.1% | -483.1% | +18.0% |
| 5Y | +172.9% | +583.5% | -410.7% | +101.7% |
| All | +114.3% | +620.8% | -506.5% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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