+72.6%
FERG vs VRTX
+175.7%
-103.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | -0.3% |
| 7D | +3.4% | -3.4% | +6.8% | +4.1% |
| 30D | -11.5% | +6.6% | -18.1% | -12.8% |
| 3M | +1.3% | +19.4% | -18.1% | -2.8% |
| 6M | -1.0% | +15.8% | -16.8% | -4.5% |
| YTD | +3.2% | +16.7% | -13.4% | -0.9% |
| 1Y | -3.0% | +33.8% | -36.8% | -9.8% |
| 3Y | +55.0% | +54.2% | +0.9% | +35.7% |
| 5Y | +72.6% | +176.4% | -103.7% | +34.3% |
| All | +72.6% | +175.7% | -103.1% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling