+12,036.0%
VRTX vs FHN
+1,185.7%
+10,850.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +12.6% | -4.7% | +17.3% | +13.8% |
| 3M | +23.6% | +3.5% | +20.1% | +22.4% |
| 6M | +14.3% | +7.8% | +6.5% | +12.0% |
| YTD | +20.5% | +5.9% | +14.6% | +18.3% |
| 1Y | +37.6% | +12.5% | +25.1% | +32.9% |
| 3Y | +55.5% | +117.2% | -61.7% | +24.9% |
| 5Y | +175.7% | +86.5% | +89.2% | +116.4% |
| 10Y | +474.2% | +125.7% | +348.5% | +286.4% |
| All | +12,036.0% | +1,185.7% | +10,850.3% | +4,406.2% |
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