+454.3%
FSLR vs VRTX
+452.7%
+1.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +5.1% |
| 7D | +6.8% | -3.4% | +10.2% | +7.7% |
| 30D | -14.7% | +6.6% | -21.3% | -16.2% |
| 3M | -22.6% | +19.4% | -42.0% | -26.3% |
| 6M | +12.7% | +15.8% | -3.1% | +7.8% |
| YTD | -18.4% | +16.7% | -35.0% | -22.4% |
| 1Y | +4.9% | +33.8% | -28.9% | -4.1% |
| 3Y | +16.4% | +54.2% | -37.8% | -0.9% |
| 5Y | +123.5% | +176.4% | -52.9% | +59.4% |
| 10Y | +454.3% | +443.5% | +10.8% | +271.3% |
| All | +454.3% | +452.7% | +1.6% | +271.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling