-80.9%
FIG vs VRTX
+12.0%
-92.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.6% |
| 7D | -14.5% | -6.4% | -8.1% | -11.8% |
| 30D | -13.3% | -0.5% | -12.8% | -13.2% |
| 3M | +7.4% | +16.9% | -9.5% | +1.0% |
| 6M | -27.8% | +13.1% | -40.9% | -31.6% |
| YTD | -41.1% | +14.9% | -56.0% | -45.4% |
| 1Y | -58.7% | +31.4% | -90.2% | -64.9% |
| All | -80.9% | +12.0% | -92.9% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling