+56.8%
VRTX vs FFIV
+136.9%
-80.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | +0.8% | -1.0% | +1.8% | +0.9% |
| 30D | +12.6% | -5.1% | +17.7% | +13.1% |
| 3M | +23.6% | -4.5% | +28.1% | +23.9% |
| 6M | +14.3% | +36.5% | -22.2% | +9.4% |
| YTD | +20.5% | +53.0% | -32.5% | +13.3% |
| 1Y | +37.6% | +24.2% | +13.4% | +33.0% |
| All | +56.8% | +136.9% | -80.1% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling