+557.4%
VRTX vs FICO
+512.2%
+45.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | +8.2% | +3.3% | +4.9% | +6.9% |
| 3M | +13.0% | -31.7% | +44.8% | +20.0% |
| 6M | +27.9% | -34.0% | +61.9% | +35.2% |
| YTD | +20.7% | -58.3% | +79.0% | +40.4% |
| 1Y | +31.4% | -57.9% | +89.4% | +52.3% |
| 3Y | +41.8% | -24.1% | +65.9% | +30.4% |
| 5Y | +183.7% | +85.3% | +98.4% | +82.9% |
| All | +557.4% | +512.2% | +45.2% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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