+124.3%
VRTX vs RVMD
+510.7%
-386.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -1.6% | -10.4% | +8.8% | -0.5% |
| 30D | +8.0% | -11.0% | +19.0% | +9.1% |
| 3M | +4.3% | -14.7% | +19.0% | +5.7% |
| 6M | +18.9% | +14.9% | +4.0% | +16.8% |
| YTD | +18.8% | +116.3% | -97.5% | +7.7% |
| 1Y | +24.0% | +167.6% | -143.7% | +9.8% |
| 3Y | +42.1% | +776.8% | -734.7% | +9.4% |
| 5Y | +187.6% | +424.8% | -237.2% | +118.0% |
| All | +124.3% | +510.7% | -386.4% | +51.4% |
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