+104.5%
FTNT vs VRTX
+37.4%
+67.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -5.8% | +0.8% | -6.7% | -6.0% |
| 30D | -4.8% | +12.6% | -17.4% | -6.3% |
| 3M | +4.4% | +23.6% | -19.2% | +1.3% |
| 6M | +88.8% | +14.3% | +74.5% | +86.1% |
| YTD | +96.8% | +20.5% | +76.4% | +91.2% |
| 1Y | +104.5% | +37.6% | +66.9% | +93.4% |
| All | +104.5% | +37.4% | +67.1% | +93.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling