+184.6%
VRTX vs FDX
+72.6%
+112.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.2% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | +8.2% | +6.6% | +1.6% | +7.3% |
| 3M | +13.0% | -2.1% | +15.1% | +13.3% |
| 6M | +27.9% | +2.2% | +25.8% | +27.4% |
| YTD | +20.7% | +33.9% | -13.3% | +16.0% |
| 1Y | +31.4% | +50.2% | -18.8% | +24.6% |
| 3Y | +41.8% | +65.5% | -23.7% | +31.2% |
| All | +184.6% | +72.6% | +112.0% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling