+127.5%
VRTX vs RVMD
+644.5%
-517.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | +12.6% | +6.4% | +6.2% | +11.9% |
| 3M | +23.6% | +34.9% | -11.3% | +19.8% |
| 6M | +14.3% | +107.6% | -93.3% | +5.2% |
| YTD | +20.5% | +163.7% | -143.2% | +7.2% |
| 1Y | +37.6% | +439.2% | -401.6% | +13.3% |
| 3Y | +55.5% | +499.2% | -443.7% | +23.2% |
| 5Y | +175.7% | +621.7% | -446.0% | +102.7% |
| All | +127.5% | +644.5% | -517.0% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling