+724.2%
FCX vs VRTX
+441.1%
+283.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +3.1% | -6.4% | +9.5% | +5.3% |
| 30D | +8.1% | -0.5% | +8.6% | +8.2% |
| 3M | +18.9% | +16.9% | +2.0% | +12.6% |
| 6M | +26.6% | +13.1% | +13.5% | +21.0% |
| YTD | +51.2% | +14.9% | +36.2% | +43.4% |
| 1Y | +75.6% | +31.4% | +44.1% | +59.1% |
| 3Y | +101.7% | +51.9% | +49.8% | +67.0% |
| 5Y | +134.6% | +177.1% | -42.4% | +53.1% |
| 10Y | +724.2% | +456.3% | +267.9% | +366.5% |
| All | +724.2% | +441.1% | +283.1% | +366.5% |
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