+94.6%
FCX vs VRTX
+46.0%
+48.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.8% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -15.2% | +8.0% | -23.2% | -16.5% |
| 3M | -10.3% | +11.0% | -21.3% | -12.2% |
| 6M | +1.6% | +28.2% | -26.6% | -3.4% |
| YTD | +23.9% | +21.5% | +2.4% | +19.1% |
| 1Y | +58.0% | +34.5% | +23.5% | +49.6% |
| 3Y | +94.6% | +49.5% | +45.1% | +82.9% |
| All | +94.6% | +46.0% | +48.6% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling