+116.4%
FSLR vs VRTX
+178.3%
-62.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -13.7% | +12.6% | -26.3% | -15.8% |
| 3M | -35.1% | +23.6% | -58.7% | -38.2% |
| 6M | +3.6% | +14.3% | -10.6% | +0.3% |
| YTD | -21.7% | +20.5% | -42.2% | -25.5% |
| 1Y | +1.3% | +37.6% | -36.3% | -7.0% |
| 3Y | +9.7% | +55.5% | -45.8% | -7.5% |
| All | +116.4% | +178.3% | -62.0% | +66.4% |
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