+470.4%
VRTX vs FCEL
-99.1%
+569.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.8% | -0.6% |
| 7D | -1.6% | -2.8% | +1.3% | -1.5% |
| 30D | +8.0% | -31.6% | +39.7% | +8.8% |
| 3M | +4.3% | -52.4% | +56.7% | +5.6% |
| 6M | +18.9% | -51.4% | +70.3% | +19.2% |
| YTD | +18.8% | +32.4% | -13.6% | +15.6% |
| 1Y | +24.0% | +37.5% | -13.5% | +20.3% |
| 3Y | +42.1% | -69.3% | +111.4% | +39.5% |
| 5Y | +187.6% | -97.1% | +284.7% | +192.7% |
| All | +470.4% | -99.1% | +569.6% | +533.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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