-79.1%
FIG vs VRTX
+17.4%
-96.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.2% | -3.4% |
| 7D | -16.3% | +0.8% | -17.1% | -16.6% |
| 30D | -14.3% | +12.6% | -27.0% | -18.8% |
| 3M | +7.2% | +23.6% | -16.5% | -1.8% |
| 6M | -18.6% | +14.3% | -32.9% | -23.3% |
| YTD | -35.5% | +20.5% | -55.9% | -41.5% |
| 1Y | -55.8% | +37.6% | -93.4% | -63.2% |
| All | -79.1% | +17.4% | -96.5% | -81.3% |
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