+145.8%
FTNT vs VRTX
+53.6%
+92.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +3.9% | +1.3% |
| 7D | -2.7% | -3.4% | +0.7% | -2.2% |
| 30D | -1.4% | +6.6% | -8.0% | -2.6% |
| 3M | +10.1% | +19.4% | -9.3% | +6.3% |
| 6M | +88.2% | +15.8% | +72.4% | +82.5% |
| YTD | +98.3% | +16.7% | +81.6% | +91.7% |
| 1Y | +96.0% | +33.8% | +62.1% | +84.2% |
| 3Y | +145.8% | +54.2% | +91.6% | +113.3% |
| All | +145.8% | +53.6% | +92.2% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling