+426.7%
VRTX vs FANG
+182.5%
+244.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.6% | +2.9% | -8.5% | -5.9% |
| 30D | -2.0% | +2.6% | -4.6% | -2.2% |
| 3M | +15.8% | +7.6% | +8.2% | +14.8% |
| 6M | +4.7% | +17.3% | -12.6% | +2.6% |
| YTD | +13.7% | +38.7% | -25.0% | +9.3% |
| 1Y | +29.7% | +51.6% | -21.9% | +23.3% |
| 3Y | +48.4% | +50.0% | -1.5% | +39.6% |
| 5Y | +173.3% | +237.6% | -64.2% | +130.5% |
| All | +426.7% | +182.5% | +244.2% | +329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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