+894.6%
FIX vs VRTX
+180.0%
+714.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.2% | -10.4% | -11.4% |
| 7D | -27.2% | +0.5% | -27.7% | -27.4% |
| 30D | -46.9% | +8.0% | -54.9% | -47.7% |
| 3M | -44.4% | +11.9% | -56.3% | -45.8% |
| 6M | -50.9% | +27.8% | -78.7% | -53.5% |
| YTD | +3.5% | +19.7% | -16.1% | -0.8% |
| 1Y | -2.1% | +30.1% | -32.2% | -7.8% |
| 3Y | +418.7% | +44.2% | +374.5% | +368.4% |
| 5Y | +894.6% | +181.3% | +713.2% | +675.8% |
| All | +894.6% | +180.0% | +714.6% | +675.8% |
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