+1,015.5%
FCX vs VRTX
+6,673.6%
-5,658.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.6% |
| 7D | -4.9% | +0.8% | -5.7% | -5.0% |
| 30D | +4.8% | +12.6% | -7.8% | +2.8% |
| 3M | +4.6% | +23.6% | -19.0% | +1.0% |
| 6M | +10.8% | +14.3% | -3.5% | +8.4% |
| YTD | +44.2% | +20.5% | +23.8% | +39.7% |
| 1Y | +59.6% | +37.6% | +22.0% | +51.3% |
| 3Y | +82.2% | +55.5% | +26.7% | +67.3% |
| 5Y | +115.6% | +175.7% | -60.1% | +80.1% |
| 10Y | +670.6% | +474.2% | +196.4% | +471.9% |
| All | +1,015.5% | +6,673.6% | -5,658.1% | +428.1% |
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