+44,735.6%
FAST vs VRTX
+11,869.8%
+32,865.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.0% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | -0.8% | +12.6% | -13.4% | -2.4% |
| 3M | +5.8% | +23.6% | -17.9% | +2.7% |
| 6M | +8.0% | +14.3% | -6.3% | +5.8% |
| YTD | +25.6% | +20.5% | +5.2% | +22.2% |
| 1Y | +0.8% | +37.6% | -36.8% | -3.8% |
| 3Y | +86.1% | +55.5% | +30.6% | +72.9% |
| 5Y | +100.2% | +175.7% | -75.5% | +71.7% |
| 10Y | +494.2% | +474.2% | +20.0% | +355.4% |
| All | +44,735.6% | +11,869.8% | +32,865.8% | +22,907.7% |
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 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