+6,377.6%
VRTX vs RY
+11,266.1%
-4,888.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.2% |
| 7D | +0.5% | -1.1% | +1.6% | +1.0% |
| 30D | +8.0% | +4.4% | +3.6% | +5.6% |
| 3M | +11.9% | -2.9% | +14.8% | +13.3% |
| 6M | +27.8% | +15.6% | +12.3% | +18.4% |
| YTD | +19.7% | +21.8% | -2.2% | +7.7% |
| 1Y | +30.1% | +42.6% | -12.5% | +8.3% |
| 3Y | +44.2% | +160.9% | -116.7% | -12.1% |
| 5Y | +181.3% | +126.1% | +55.2% | +81.2% |
| 10Y | +587.1% | +371.7% | +215.3% | +194.8% |
| All | +6,377.6% | +11,266.1% | -4,888.4% | +568.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling