+3,644.4%
FIX vs VRTX
+482.4%
+3,162.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -13.9% | +3.2% | -17.2% | -14.6% |
| 30D | -35.5% | +7.4% | -43.0% | -36.8% |
| 3M | -33.9% | +4.6% | -38.5% | -35.0% |
| 6M | -43.3% | +27.5% | -70.8% | -47.0% |
| YTD | +18.7% | +20.9% | -2.2% | +12.1% |
| 1Y | +13.8% | +30.1% | -16.3% | +5.5% |
| 3Y | +495.0% | +46.6% | +448.3% | +423.3% |
| 5Y | +1,049.0% | +191.6% | +857.5% | +731.9% |
| 10Y | +3,644.4% | +474.5% | +3,169.9% | +2,452.2% |
| All | +3,644.4% | +482.4% | +3,162.0% | +2,452.2% |
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