+348.1%
FERG vs VRTX
+450.9%
-102.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -1.0% | -7.8% | +6.8% | -0.1% |
| 30D | -11.8% | -2.8% | -9.0% | -11.6% |
| 3M | -1.2% | +18.1% | -19.3% | -3.1% |
| 6M | -2.3% | +3.1% | -5.4% | -2.8% |
| YTD | +0.8% | +13.5% | -12.7% | -0.9% |
| 1Y | +0.5% | +32.4% | -32.0% | -2.9% |
| 3Y | +51.4% | +50.0% | +1.4% | +44.2% |
| 5Y | +67.5% | +172.9% | -105.4% | +53.4% |
| All | +348.1% | +450.9% | -102.7% | +306.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling