+42.1%
VRTX vs FDX
+74.4%
-32.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.9% |
| 7D | -1.6% | +5.2% | -6.7% | -2.2% |
| 30D | +8.0% | +11.3% | -3.2% | +6.7% |
| 3M | +4.3% | -4.1% | +8.4% | +4.7% |
| 6M | +18.9% | +9.6% | +9.2% | +17.5% |
| YTD | +18.8% | +40.9% | -22.1% | +14.3% |
| 1Y | +24.0% | +53.0% | -29.1% | +18.4% |
| 3Y | +42.1% | +74.1% | -31.9% | +44.9% |
| All | +42.1% | +74.4% | -32.3% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling