+67.3%
F vs VRTX
+483.3%
-416.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -3.1% | -1.6% | -1.5% | -2.8% |
| 30D | 0.0% | +8.0% | -8.0% | -1.5% |
| 3M | -13.2% | +4.3% | -17.5% | -14.0% |
| 6M | -10.2% | +18.9% | -29.1% | -13.5% |
| YTD | -4.9% | +18.8% | -23.7% | -8.5% |
| 1Y | -6.1% | +24.0% | -30.0% | -10.4% |
| 3Y | +46.0% | +42.1% | +3.8% | +33.0% |
| 5Y | -15.7% | +187.6% | -203.3% | -33.7% |
| All | +67.3% | +483.3% | -416.0% | +18.7% |
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