+155.8%
FTNT vs VRTX
+173.5%
-17.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +1.6% | -7.8% | +9.4% | +3.7% |
| 30D | -1.9% | -2.8% | +1.0% | -1.3% |
| 3M | +14.4% | +18.1% | -3.7% | +8.8% |
| 6M | +88.7% | +3.1% | +85.6% | +86.2% |
| YTD | +100.0% | +13.5% | +86.5% | +91.3% |
| 1Y | +99.9% | +32.4% | +67.4% | +82.1% |
| 3Y | +147.9% | +50.0% | +97.9% | +104.7% |
| 5Y | +155.8% | +172.9% | -17.1% | +84.8% |
| All | +155.8% | +173.5% | -17.6% | +84.8% |
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