+210.8%
FXI vs VRTX
+4,889.8%
-4,678.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +4.4% | -0.4% | +4.8% | +4.4% |
| 30D | +1.2% | +8.0% | -6.8% | -0.3% |
| 3M | -4.2% | +11.0% | -15.2% | -6.2% |
| 6M | -6.2% | +28.2% | -34.4% | -10.9% |
| YTD | -8.8% | +21.5% | -30.3% | -12.7% |
| 1Y | -11.6% | +34.5% | -46.2% | -17.1% |
| 3Y | +45.1% | +49.5% | -4.3% | +30.7% |
| 5Y | -1.2% | +188.3% | -189.5% | -22.7% |
| 10Y | +20.1% | +493.1% | -473.0% | -21.3% |
| All | +210.8% | +4,889.8% | -4,678.9% | +13.9% |
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 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