+3,527.1%
VRTX vs FDS
+10,290.2%
-6,763.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -0.4% | -5.0% | +4.5% | +1.5% |
| 30D | +8.0% | +13.8% | -5.8% | +2.7% |
| 3M | +11.0% | +14.8% | -3.8% | +4.4% |
| 6M | +28.2% | +47.4% | -19.2% | +7.3% |
| YTD | +21.5% | +14.2% | +7.4% | +10.4% |
| 1Y | +34.5% | +26.6% | +7.9% | +17.0% |
| 3Y | +49.5% | -24.4% | +73.9% | +56.0% |
| 5Y | +188.3% | -22.6% | +210.9% | +192.8% |
| 10Y | +493.1% | +130.0% | +363.1% | +272.3% |
| All | +3,527.1% | +10,290.2% | -6,763.1% | +431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling