+948.1%
FIX vs VRTX
+183.5%
+764.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.3% |
| 7D | -17.5% | -2.1% | -15.3% | -17.2% |
| 30D | -41.6% | +8.2% | -49.8% | -42.4% |
| 3M | -40.6% | +13.0% | -53.6% | -42.1% |
| 6M | -49.4% | +27.9% | -77.3% | -52.1% |
| YTD | +9.2% | +20.7% | -11.5% | +4.4% |
| 1Y | +6.5% | +31.4% | -25.0% | +0.1% |
| 3Y | +448.7% | +41.8% | +406.9% | +398.0% |
| All | +948.1% | +183.5% | +764.6% | +716.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling