+854.8%
FCX vs VRTX
+6,684.9%
-5,830.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -15.1% | +7.9% | -23.0% | -16.2% |
| 3M | -9.6% | +3.3% | -12.9% | -10.2% |
| 6M | -3.1% | +25.7% | -28.8% | -6.8% |
| YTD | +23.4% | +20.7% | +2.8% | +19.4% |
| 1Y | +52.7% | +27.4% | +25.2% | +46.3% |
| 3Y | +91.4% | +46.4% | +45.0% | +77.2% |
| 5Y | +62.7% | +194.3% | -131.6% | +34.5% |
| 10Y | +395.9% | +494.6% | -98.7% | +265.7% |
| All | +854.8% | +6,684.9% | -5,830.1% | +351.3% |
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