+5,008.5%
FLEX vs VRTX
+6,738.6%
-1,730.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.7% | +4.4% |
| 7D | -19.3% | -2.1% | -17.2% | -19.0% |
| 30D | -41.5% | +8.2% | -49.7% | -42.8% |
| 3M | -43.1% | +13.0% | -56.1% | -45.2% |
| 6M | -48.2% | +27.9% | -76.1% | -51.8% |
| YTD | +15.5% | +20.7% | -5.2% | +8.6% |
| 1Y | +10.2% | +31.4% | -21.2% | +1.3% |
| 3Y | +256.8% | +41.8% | +215.0% | +214.6% |
| 5Y | +408.2% | +183.7% | +224.5% | +272.4% |
| 10Y | +580.8% | +592.9% | -12.1% | +283.6% |
| All | +5,008.5% | +6,738.6% | -1,730.1% | +1,165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling