+40.5%
FXI vs VRTX
+53.6%
-13.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.2% |
| 7D | -1.0% | -3.4% | +2.5% | -0.7% |
| 30D | -3.2% | +6.6% | -9.9% | -3.6% |
| 3M | +1.7% | +19.4% | -17.7% | +0.3% |
| 6M | -1.6% | +15.8% | -17.4% | -2.7% |
| YTD | -7.9% | +16.7% | -24.6% | -9.1% |
| 1Y | -9.6% | +33.8% | -43.4% | -11.6% |
| 3Y | +40.5% | +54.2% | -13.7% | +37.0% |
| All | +40.5% | +53.6% | -13.2% | +37.0% |
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