+30.2%
VRTX vs FDX
+65.6%
-35.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.1% | +2.8% |
| 7D | +3.7% | +8.1% | -4.5% | +2.2% |
| 30D | +9.0% | +13.9% | -4.9% | +6.7% |
| 3M | +14.7% | +5.5% | +9.2% | +13.4% |
| 6M | +27.7% | +15.1% | +12.6% | +24.3% |
| YTD | +21.1% | +43.2% | -22.1% | +13.5% |
| 1Y | +30.2% | +65.0% | -34.8% | +21.4% |
| All | +30.2% | +65.6% | -35.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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