+1,348.4%
FERG vs VRTX
+1,168.3%
+180.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.4% |
| 7D | 0.0% | +0.8% | -0.9% | -0.1% |
| 30D | -10.2% | +12.6% | -22.8% | -10.7% |
| 3M | -0.6% | +23.6% | -24.2% | -1.6% |
| 6M | -6.5% | +14.3% | -20.8% | -7.2% |
| YTD | +4.2% | +20.5% | -16.3% | +3.1% |
| 1Y | -2.3% | +37.6% | -39.8% | -3.9% |
| 3Y | +48.5% | +55.5% | -7.1% | +45.2% |
| 5Y | +72.0% | +175.7% | -103.7% | +65.3% |
| 10Y | +369.9% | +474.2% | -104.3% | +344.1% |
| All | +1,348.4% | +1,168.3% | +180.1% | +1,229.7% |
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