+873.5%
VRTX vs FANG
+1,395.6%
-522.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -6.4% | -0.4% | -6.0% | -6.4% |
| 30D | -0.5% | +2.4% | -2.9% | -0.8% |
| 3M | +16.9% | +4.9% | +12.0% | +16.0% |
| 6M | +13.1% | +12.0% | +1.0% | +11.0% |
| YTD | +14.9% | +37.1% | -22.1% | +9.9% |
| 1Y | +31.4% | +52.3% | -20.8% | +23.9% |
| 3Y | +51.9% | +45.0% | +7.0% | +42.1% |
| 5Y | +177.1% | +231.0% | -53.9% | +128.0% |
| 10Y | +456.3% | +177.5% | +278.8% | +326.5% |
| All | +873.5% | +1,395.6% | -522.1% | +436.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling