+12,036.0%
VRTX vs FDX
+4,655.5%
+7,380.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.0% |
| 7D | +0.8% | -2.5% | +3.3% | +1.6% |
| 30D | +12.6% | +3.8% | +8.8% | +11.2% |
| 3M | +23.6% | -1.3% | +24.9% | +23.7% |
| 6M | +14.3% | +5.0% | +9.3% | +11.6% |
| YTD | +20.5% | +39.6% | -19.2% | +7.4% |
| 1Y | +37.6% | +81.1% | -43.5% | +12.8% |
| 3Y | +55.5% | +63.0% | -7.5% | +26.9% |
| 5Y | +175.7% | +65.6% | +110.1% | +114.6% |
| 10Y | +474.2% | +183.4% | +290.8% | +242.7% |
| All | +12,036.0% | +4,655.5% | +7,380.5% | +3,556.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling