+493.1%
VRTX vs FE
+108.0%
+385.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.4% | -1.1% | +0.7% | -0.1% |
| 30D | +8.0% | +4.6% | +3.4% | +6.5% |
| 3M | +11.0% | -0.8% | +11.9% | +11.2% |
| 6M | +28.2% | +7.3% | +20.9% | +25.2% |
| YTD | +21.5% | +8.3% | +13.2% | +18.2% |
| 1Y | +34.5% | +5.7% | +28.9% | +31.8% |
| 3Y | +49.5% | +49.0% | +0.4% | +30.6% |
| 5Y | +188.3% | +49.2% | +139.1% | +149.7% |
| 10Y | +493.1% | +110.7% | +382.4% | +369.1% |
| All | +493.1% | +108.0% | +385.1% | +369.1% |
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