+47.5%
FCX vs VRTX
+24.1%
+23.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -0.3% | -1.6% | +1.2% | +0.1% |
| 30D | -14.7% | +8.0% | -22.8% | -16.7% |
| 3M | -11.2% | +4.3% | -15.5% | -12.4% |
| 6M | -11.4% | +18.9% | -30.3% | -16.5% |
| YTD | +17.7% | +18.8% | -1.1% | +12.0% |
| 1Y | +47.5% | +24.0% | +23.5% | +38.8% |
| All | +47.5% | +24.1% | +23.4% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling