+2,105.4%
FIX vs VRTX
+178.3%
+1,927.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.3% |
| 7D | +6.0% | +0.8% | +5.2% | +5.9% |
| 30D | -7.2% | +12.6% | -19.9% | -9.4% |
| 3M | -15.9% | +23.6% | -39.5% | -19.6% |
| 6M | +12.7% | +14.3% | -1.5% | +9.3% |
| YTD | +72.8% | +20.5% | +52.3% | +65.7% |
| 1Y | +122.9% | +37.6% | +85.3% | +107.7% |
| 3Y | +774.3% | +55.5% | +718.8% | +676.3% |
| All | +2,105.4% | +178.3% | +1,927.1% | +1,657.7% |
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