+33.8%
VRTX vs FDS
-20.8%
+54.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -2.7% |
| 7D | -3.4% | -5.4% | +2.0% | -2.9% |
| 30D | +6.6% | +1.6% | +5.0% | +6.5% |
| 3M | +19.4% | +17.7% | +1.7% | +17.5% |
| 6M | +15.8% | +29.1% | -13.2% | +13.3% |
| YTD | +16.7% | +1.0% | +15.7% | +20.0% |
| 1Y | +33.8% | -21.6% | +55.4% | +43.6% |
| All | +33.8% | -20.8% | +54.6% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling