+3,495.9%
VRTX vs FDS
+9,502.8%
-6,007.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.8% |
| 7D | +0.8% | -1.9% | +2.7% | +1.5% |
| 30D | +12.6% | +9.0% | +3.6% | +8.8% |
| 3M | +23.6% | +18.9% | +4.8% | +14.2% |
| 6M | +14.3% | +35.1% | -20.8% | -1.4% |
| YTD | +20.5% | +5.5% | +15.0% | +13.5% |
| 1Y | +37.6% | -16.8% | +54.4% | +41.2% |
| 3Y | +55.5% | -28.1% | +83.6% | +66.3% |
| 5Y | +175.7% | -17.4% | +193.2% | +173.7% |
| 10Y | +474.2% | +85.4% | +388.8% | +294.8% |
| All | +3,495.9% | +9,502.8% | -6,007.0% | +446.2% |
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