+386.3%
FCX vs VRTX
+482.4%
-96.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -2.4% | +3.2% | -5.6% | -3.3% |
| 30D | -18.0% | +7.4% | -25.4% | -20.0% |
| 3M | -14.3% | +4.6% | -18.9% | -15.8% |
| 6M | -1.7% | +27.5% | -29.2% | -9.6% |
| YTD | +19.8% | +20.9% | -1.0% | +11.9% |
| 1Y | +48.6% | +30.1% | +18.6% | +35.5% |
| 3Y | +85.8% | +46.6% | +39.2% | +56.9% |
| 5Y | +72.2% | +191.6% | -119.3% | +12.3% |
| 10Y | +386.3% | +474.5% | -88.3% | +186.2% |
| All | +386.3% | +482.4% | -96.1% | +186.2% |
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 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