+184.6%
VRTX vs FHN
+56.9%
+127.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | +8.2% | +0.2% | +8.0% | +8.2% |
| 3M | +13.0% | -9.0% | +22.0% | +13.7% |
| 6M | +27.9% | -6.8% | +34.8% | +28.4% |
| YTD | +20.7% | -1.5% | +22.2% | +20.6% |
| 1Y | +31.4% | +10.9% | +20.5% | +30.4% |
| 3Y | +41.8% | +119.4% | -77.5% | +35.3% |
| All | +184.6% | +56.9% | +127.7% | +176.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling