+471.3%
VRTX vs FE
+114.5%
+356.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +0.8% | +1.9% | -1.1% | +0.2% |
| 30D | +12.6% | -1.2% | +13.8% | +13.0% |
| 3M | +23.6% | +3.5% | +20.1% | +22.2% |
| 6M | +14.3% | -6.1% | +20.3% | +16.2% |
| YTD | +20.5% | +7.6% | +12.9% | +17.5% |
| 1Y | +37.6% | +11.9% | +25.7% | +32.5% |
| 3Y | +55.5% | +48.4% | +7.1% | +36.1% |
| 5Y | +175.7% | +44.8% | +131.0% | +141.2% |
| All | +471.3% | +114.5% | +356.7% | +332.3% |
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