+33.8%
VRTX vs FFIV
+23.1%
+10.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.1% |
| 7D | -3.4% | -1.5% | -1.9% | -3.4% |
| 30D | +6.6% | -2.7% | +9.3% | +6.7% |
| 3M | +19.4% | -1.7% | +21.1% | +19.2% |
| 6M | +15.8% | +36.1% | -20.3% | +12.3% |
| YTD | +16.7% | +52.6% | -36.0% | +11.6% |
| 1Y | +33.8% | +21.5% | +12.3% | +31.1% |
| All | +33.8% | +23.1% | +10.7% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling