-1.6%
F vs VRTX
+33.6%
-35.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +2.9% | +8.0% | -5.1% | +0.5% |
| 3M | -9.5% | +11.0% | -20.5% | -12.2% |
| 6M | +4.0% | +28.2% | -24.1% | -4.4% |
| YTD | -1.3% | +21.5% | -22.8% | -8.5% |
| All | -1.6% | +33.6% | -35.1% | -10.2% |
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