-56.6%
FIG vs VRTX
+33.8%
-90.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.2% | -2.5% | -4.4% |
| 7D | -16.4% | -3.4% | -12.9% | -15.2% |
| 30D | -2.3% | +6.6% | -8.9% | -4.7% |
| 3M | +7.8% | +19.4% | -11.6% | +2.4% |
| 6M | -21.8% | +15.8% | -37.7% | -25.3% |
| YTD | -39.1% | +16.7% | -55.8% | -43.3% |
| 1Y | -56.6% | +33.8% | -90.5% | -65.1% |
| All | -56.6% | +33.8% | -90.4% | -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