+12,057.6%
VRTX vs FHN
+1,096.0%
+10,961.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | +8.2% | +0.2% | +8.0% | +8.1% |
| 3M | +13.0% | -9.0% | +22.0% | +15.4% |
| 6M | +27.9% | -6.8% | +34.8% | +29.7% |
| YTD | +20.7% | -1.5% | +22.2% | +20.5% |
| 1Y | +31.4% | +10.9% | +20.5% | +27.6% |
| 3Y | +41.8% | +119.4% | -77.5% | +13.8% |
| 5Y | +183.7% | +57.5% | +126.1% | +132.5% |
| 10Y | +592.9% | +114.1% | +478.7% | +371.5% |
| All | +12,057.6% | +1,096.0% | +10,961.6% | +4,489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling