+4,893.1%
VRTX vs FFIV
+7,518.9%
-2,625.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +0.8% | -1.0% | +1.8% | +1.0% |
| 30D | +12.6% | -5.1% | +17.7% | +13.6% |
| 3M | +23.6% | -4.5% | +28.1% | +24.3% |
| 6M | +14.3% | +36.5% | -22.2% | +6.7% |
| YTD | +20.5% | +53.0% | -32.5% | +9.7% |
| 1Y | +37.6% | +24.2% | +13.4% | +30.0% |
| 3Y | +55.5% | +137.2% | -81.7% | +27.8% |
| 5Y | +175.7% | +91.8% | +84.0% | +132.9% |
| 10Y | +474.2% | +215.2% | +259.0% | +330.2% |
| All | +4,893.1% | +7,518.9% | -2,625.8% | +1,824.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling