+3,800.0%
FIX vs VRTX
+519.5%
+3,280.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.7% | +9.3% |
| 7D | -7.2% | -0.4% | -6.8% | -7.3% |
| 30D | -35.1% | +8.0% | -43.1% | -36.4% |
| 3M | -34.3% | +11.0% | -45.3% | -36.2% |
| 6M | -42.9% | +28.2% | -71.1% | -46.7% |
| YTD | +19.5% | +21.5% | -2.1% | +12.7% |
| 1Y | +16.8% | +34.5% | -17.8% | +7.4% |
| 3Y | +506.7% | +49.5% | +457.2% | +430.9% |
| 5Y | +1,046.7% | +188.3% | +858.4% | +731.9% |
| 10Y | +3,800.0% | +493.1% | +3,306.9% | +2,530.4% |
| All | +3,800.0% | +519.5% | +3,280.5% | +2,530.4% |
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