+31.0%
F vs VRTX
+37.4%
-6.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.1% |
| 7D | +5.3% | +0.8% | +4.5% | +5.1% |
| 30D | +4.6% | +12.6% | -8.1% | +1.2% |
| 3M | -3.7% | +23.6% | -27.3% | -10.1% |
| 6M | +16.8% | +14.3% | +2.5% | +11.4% |
| YTD | +15.3% | +20.5% | -5.2% | +8.2% |
| 1Y | +31.0% | +37.6% | -6.6% | +19.5% |
| All | +31.0% | +37.4% | -6.4% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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