+726.4%
FSLR vs VRTX
+1,120.1%
-393.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -13.7% | +12.6% | -26.3% | -16.5% |
| 3M | -35.1% | +23.6% | -58.7% | -39.0% |
| 6M | +3.6% | +14.3% | -10.6% | -0.7% |
| YTD | -21.7% | +20.5% | -42.2% | -26.4% |
| 1Y | +1.3% | +37.6% | -36.3% | -8.5% |
| 3Y | +9.7% | +55.5% | -45.8% | -6.6% |
| 5Y | +117.4% | +175.7% | -58.4% | +55.9% |
| 10Y | +435.5% | +474.2% | -38.7% | +196.1% |
| All | +726.4% | +1,120.1% | -393.7% | +118.0% |
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