+493.1%
VRTX vs FDS
+135.1%
+358.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -0.4% | -5.0% | +4.5% | +1.2% |
| 30D | +8.0% | +13.8% | -5.8% | +3.7% |
| 3M | +11.0% | +14.8% | -3.8% | +5.7% |
| 6M | +28.2% | +47.4% | -19.2% | +10.9% |
| YTD | +21.5% | +14.2% | +7.4% | +13.8% |
| 1Y | +34.5% | +26.6% | +7.9% | +20.7% |
| 3Y | +49.5% | -24.4% | +73.9% | +60.5% |
| 5Y | +188.3% | -22.6% | +210.9% | +199.7% |
| 10Y | +493.1% | +130.0% | +363.1% | +259.4% |
| All | +493.1% | +135.1% | +358.0% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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