+43.5%
F vs VRTX
+44.2%
-0.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | +1.6% | -2.1% | +3.7% | +1.9% |
| 30D | +2.6% | +8.2% | -5.6% | +1.1% |
| 3M | -8.8% | +13.0% | -21.8% | -10.8% |
| 6M | +4.6% | +27.9% | -23.3% | -0.1% |
| YTD | -1.9% | +20.7% | -22.6% | -5.5% |
| 1Y | -0.8% | +31.4% | -32.2% | -5.5% |
| 3Y | +43.5% | +41.8% | +1.7% | +34.7% |
| All | +43.5% | +44.2% | -0.8% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling