+221.8%
FXI vs VRTX
+4,846.7%
-4,625.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +1.9% |
| 7D | +1.0% | +0.8% | +0.2% | +0.9% |
| 30D | -0.6% | +12.6% | -13.2% | -2.8% |
| 3M | +1.9% | +23.6% | -21.7% | -2.3% |
| 6M | -0.2% | +14.3% | -14.4% | -3.1% |
| YTD | -5.6% | +20.5% | -26.1% | -9.4% |
| 1Y | -4.7% | +37.6% | -42.3% | -10.9% |
| 3Y | +38.0% | +55.5% | -17.5% | +23.4% |
| 5Y | -2.7% | +175.7% | -178.4% | -23.1% |
| 10Y | +19.9% | +474.2% | -454.3% | -21.1% |
| All | +221.8% | +4,846.7% | -4,625.0% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling