+443.5%
VRTX vs FDS
+77.6%
+366.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -1.8% |
| 7D | -3.4% | -5.4% | +2.0% | -1.7% |
| 30D | +6.6% | +1.6% | +5.0% | +5.9% |
| 3M | +19.4% | +17.7% | +1.7% | +12.2% |
| 6M | +15.8% | +29.1% | -13.2% | +3.9% |
| YTD | +16.7% | +1.0% | +15.7% | +13.9% |
| 1Y | +33.8% | -21.6% | +55.4% | +43.2% |
| 3Y | +54.2% | -30.1% | +84.3% | +69.5% |
| 5Y | +176.4% | -20.7% | +197.1% | +180.1% |
| 10Y | +443.5% | +78.3% | +365.2% | +249.6% |
| All | +443.5% | +77.6% | +366.0% | +249.6% |
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