+74.3%
F vs VRTX
+482.4%
-408.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +1.0% | +3.2% | -2.3% | +0.3% |
| 30D | +2.1% | +7.4% | -5.3% | +0.6% |
| 3M | -10.3% | +4.6% | -14.8% | -11.1% |
| 6M | +3.3% | +27.5% | -24.2% | -1.8% |
| YTD | -2.0% | +20.9% | -22.8% | -6.0% |
| 1Y | -2.3% | +30.1% | -32.4% | -7.6% |
| 3Y | +49.9% | +46.6% | +3.3% | +35.8% |
| 5Y | -12.5% | +191.6% | -204.0% | -31.1% |
| 10Y | +74.3% | +474.5% | -400.3% | +24.3% |
| All | +74.3% | +482.4% | -408.2% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling