-83.2%
FIG vs VRTX
+18.4%
-101.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | -12.6% | -0.4% | -12.2% | -12.3% |
| 30D | -13.8% | +8.0% | -21.8% | -16.7% |
| 3M | -16.7% | +11.0% | -27.7% | -20.6% |
| 6M | -6.1% | +28.2% | -34.3% | -15.6% |
| YTD | -48.1% | +21.5% | -69.6% | -53.1% |
| 1Y | -56.2% | +34.5% | -90.7% | -63.1% |
| All | -83.2% | +18.4% | -101.6% | -85.0% |
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