+19.2%
FXI vs VRTX
+483.3%
-464.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -4.2% | -1.6% | -2.7% | -3.9% |
| 30D | -1.1% | +8.0% | -9.2% | -2.5% |
| 3M | -4.0% | +4.3% | -8.2% | -4.8% |
| 6M | -11.8% | +18.9% | -30.7% | -14.8% |
| YTD | -11.9% | +18.8% | -30.7% | -15.2% |
| 1Y | -16.1% | +24.0% | -40.1% | -19.9% |
| 3Y | +38.8% | +42.1% | -3.3% | +26.1% |
| 5Y | -9.1% | +187.6% | -196.6% | -30.1% |
| All | +19.2% | +483.3% | -464.2% | -14.9% |
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