+1,910.4%
FTNT vs VRTX
+483.3%
+1,427.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +7.1% | -1.6% | +8.6% | +7.6% |
| 30D | -30.9% | +8.0% | -38.9% | -32.9% |
| 3M | -23.1% | +4.3% | -27.4% | -24.6% |
| 6M | +8.1% | +18.9% | -10.8% | +0.8% |
| YTD | +60.2% | +18.8% | +41.4% | +48.5% |
| 1Y | +57.0% | +24.0% | +33.1% | +43.2% |
| 3Y | +152.9% | +42.1% | +110.8% | +111.1% |
| 5Y | +85.9% | +187.6% | -101.7% | +16.8% |
| All | +1,910.4% | +483.3% | +1,427.1% | +943.1% |
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