-55.8%
FIG vs VRTX
+37.4%
-93.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.2% | -3.6% |
| 7D | -16.3% | +0.8% | -17.1% | -16.6% |
| 30D | -14.3% | +12.6% | -27.0% | -18.2% |
| 3M | +7.2% | +23.6% | -16.5% | +0.4% |
| 6M | -18.6% | +14.3% | -32.9% | -21.9% |
| YTD | -35.5% | +20.5% | -55.9% | -40.7% |
| 1Y | -55.8% | +37.6% | -93.4% | -65.1% |
| All | -55.8% | +37.4% | -93.2% | -65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling