+3,593.4%
VRTX vs FE
+556.6%
+3,036.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.3% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | +8.2% | +4.1% | +4.0% | +6.7% |
| 3M | +13.0% | -1.0% | +14.0% | +13.3% |
| 6M | +27.9% | +4.0% | +23.9% | +25.9% |
| YTD | +20.7% | +6.8% | +13.8% | +17.5% |
| 1Y | +31.4% | +5.3% | +26.1% | +28.6% |
| 3Y | +41.8% | +44.6% | -2.8% | +23.2% |
| 5Y | +183.7% | +44.2% | +139.5% | +144.0% |
| 10Y | +592.9% | +107.3% | +485.6% | +397.5% |
| All | +3,593.4% | +556.6% | +3,036.8% | +1,691.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling