+493.1%
VRTX vs FHN
+106.3%
+386.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | +8.0% | +1.9% | +6.0% | +7.8% |
| 3M | +11.0% | -6.9% | +18.0% | +11.9% |
| 6M | +28.2% | -3.1% | +31.2% | +28.5% |
| YTD | +21.5% | +0.6% | +20.9% | +21.2% |
| 1Y | +34.5% | +12.4% | +22.2% | +32.5% |
| 3Y | +49.5% | +133.7% | -84.2% | +33.7% |
| 5Y | +188.3% | +61.4% | +126.9% | +162.6% |
| 10Y | +493.1% | +97.9% | +395.2% | +362.6% |
| All | +493.1% | +106.3% | +386.8% | +362.6% |
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