+27.4%
VRTX vs RY
+41.1%
-13.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | -0.4% | -3.0% | +2.6% | +0.2% |
| 30D | +7.9% | +6.3% | +1.6% | +6.8% |
| 3M | +3.3% | -2.6% | +5.9% | +3.4% |
| 6M | +25.7% | +13.9% | +11.8% | +20.2% |
| YTD | +20.7% | +21.7% | -1.0% | +11.0% |
| 1Y | +27.4% | +40.4% | -13.0% | +4.6% |
| All | +27.4% | +41.1% | -13.7% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling