+15.0%
FXI vs VRTX
+441.1%
-426.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -2.8% | -6.4% | +3.6% | -1.7% |
| 30D | -5.3% | -0.5% | -4.8% | -5.3% |
| 3M | +0.3% | +16.9% | -16.6% | -2.6% |
| 6M | -4.6% | +13.1% | -17.7% | -7.0% |
| YTD | -9.1% | +14.9% | -24.0% | -11.8% |
| 1Y | -12.0% | +31.4% | -43.4% | -16.7% |
| 3Y | +38.6% | +51.9% | -13.3% | +24.5% |
| 5Y | -6.6% | +177.1% | -183.6% | -27.1% |
| 10Y | +15.0% | +456.3% | -441.3% | -14.5% |
| All | +15.0% | +441.1% | -426.1% | -14.5% |
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