+140.5%
VRTX vs FGI
-70.4%
+210.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.7% | -2.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.8% |
| 30D | +12.6% | +65.4% | -52.8% | +12.4% |
| 3M | +23.6% | +23.5% | +0.1% | +23.6% |
| 6M | +14.3% | +60.5% | -46.3% | +13.5% |
| YTD | +20.5% | +30.0% | -9.5% | +19.7% |
| 1Y | +37.6% | +82.1% | -44.5% | +36.4% |
| 3Y | +55.5% | -4.4% | +59.9% | +54.5% |
| All | +140.5% | -70.4% | +210.8% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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