+1,092.2%
FIX vs VRTX
+191.0%
+901.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | +6.4% | -0.4% | +6.8% | +6.5% |
| 30D | -29.1% | +7.9% | -37.0% | -30.1% |
| 3M | -31.1% | +3.3% | -34.4% | -31.7% |
| 6M | -42.8% | +25.7% | -68.5% | -45.7% |
| YTD | +24.6% | +20.7% | +4.0% | +19.3% |
| 1Y | +21.9% | +27.4% | -5.5% | +15.3% |
| 3Y | +524.9% | +46.4% | +478.5% | +462.8% |
| 5Y | +1,092.2% | +194.3% | +897.9% | +826.2% |
| All | +1,092.2% | +191.0% | +901.2% | +826.2% |
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 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