+5,831.7%
FIX vs VRTX
+470.1%
+5,361.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.4% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | -7.2% | +12.6% | -19.9% | -10.0% |
| 3M | -15.9% | +23.6% | -39.5% | -20.4% |
| 6M | +12.7% | +14.3% | -1.5% | +8.5% |
| YTD | +72.8% | +20.5% | +52.3% | +64.0% |
| 1Y | +122.9% | +37.6% | +85.3% | +104.5% |
| 3Y | +774.3% | +55.5% | +718.8% | +659.4% |
| 5Y | +2,049.5% | +175.7% | +1,873.7% | +1,485.2% |
| All | +5,831.7% | +470.1% | +5,361.7% | +3,646.1% |
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 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