+184.1%
VRTX vs FDX
+65.4%
+118.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.1% |
| 7D | +0.8% | -2.5% | +3.3% | +1.1% |
| 30D | +12.6% | +3.8% | +8.8% | +12.0% |
| 3M | +23.6% | -1.3% | +24.9% | +23.7% |
| 6M | +14.3% | +5.0% | +9.3% | +13.2% |
| YTD | +20.5% | +39.6% | -19.2% | +15.1% |
| 1Y | +37.6% | +81.1% | -43.5% | +27.1% |
| 3Y | +55.5% | +63.0% | -7.5% | +43.8% |
| All | +184.1% | +65.4% | +118.7% | +156.3% |
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