+456.3%
VRTX vs FHN
+125.8%
+330.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -0.5% | -2.6% | +2.0% | -0.3% |
| 3M | +16.9% | 0.0% | +16.9% | +16.8% |
| 6M | +13.1% | +9.2% | +3.8% | +11.7% |
| YTD | +14.9% | +4.3% | +10.6% | +14.1% |
| 1Y | +31.4% | +10.8% | +20.7% | +29.3% |
| 3Y | +51.9% | +130.7% | -78.8% | +34.7% |
| 5Y | +177.1% | +87.4% | +89.7% | +144.2% |
| 10Y | +456.3% | +126.9% | +329.4% | +267.0% |
| All | +456.3% | +125.8% | +330.5% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling