+188.3%
VRTX vs FFIV
+42.4%
+145.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | -0.4% | -2.1% | +1.7% | -0.2% |
| 30D | +8.0% | -33.8% | +41.8% | +13.3% |
| 3M | +11.0% | -20.6% | +31.7% | +13.1% |
| 6M | +28.2% | -10.2% | +38.4% | +27.3% |
| YTD | +21.5% | +24.5% | -3.0% | +13.1% |
| 1Y | +34.5% | +29.3% | +5.2% | +24.1% |
| 3Y | +49.5% | +103.8% | -54.3% | +22.3% |
| 5Y | +188.3% | +40.9% | +147.4% | +147.9% |
| All | +188.3% | +42.4% | +145.9% | +147.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling