+47,961.0%
FAST vs VRTX
+11,790.4%
+36,170.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +4.6% | +8.0% | -3.4% | +3.5% |
| 3M | +6.4% | +11.9% | -5.5% | +4.6% |
| 6M | +20.6% | +27.8% | -7.2% | +16.5% |
| YTD | +34.7% | +19.7% | +15.0% | +30.9% |
| 1Y | +29.7% | +30.1% | -0.4% | +24.6% |
| 3Y | +89.9% | +44.2% | +45.7% | +78.1% |
| 5Y | +105.0% | +181.3% | -76.3% | +75.2% |
| 10Y | +594.2% | +587.1% | +7.1% | +420.7% |
| All | +47,961.0% | +11,790.4% | +36,170.6% | +24,561.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling