+49.5%
VRTX vs FCEL
-68.6%
+118.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.6% | -7.9% | +0.6% |
| 7D | -0.4% | +3.0% | -3.5% | -0.5% |
| 30D | +8.0% | -40.0% | +48.0% | +8.8% |
| 3M | +11.0% | -47.0% | +58.1% | +11.9% |
| 6M | +28.2% | -21.0% | +49.2% | +26.6% |
| YTD | +21.5% | +48.0% | -26.5% | +17.2% |
| 1Y | +34.5% | +43.9% | -9.4% | +29.5% |
| 3Y | +49.5% | -67.5% | +117.0% | +48.4% |
| All | +49.5% | -68.6% | +118.1% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling