+474.5%
VRTX vs FE
+110.9%
+363.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +7.4% | +4.3% | +3.1% | +6.0% |
| 3M | +4.6% | +0.4% | +4.2% | +4.4% |
| 6M | +27.5% | +6.9% | +20.5% | +24.6% |
| YTD | +20.9% | +8.0% | +12.8% | +17.7% |
| 1Y | +30.1% | +4.8% | +25.3% | +27.8% |
| 3Y | +46.6% | +49.0% | -2.3% | +27.9% |
| 5Y | +191.6% | +46.2% | +145.4% | +153.6% |
| 10Y | +474.5% | +120.9% | +353.7% | +345.1% |
| All | +474.5% | +110.9% | +363.7% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling