+30.1%
VRTX vs FICO
-58.1%
+88.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +3.2% | +0.9% | +2.4% | +3.2% |
| 30D | +7.4% | +9.4% | -2.0% | +7.2% |
| 3M | +4.6% | -30.4% | +35.0% | +6.5% |
| 6M | +27.5% | -35.1% | +62.6% | +30.5% |
| YTD | +20.9% | -56.8% | +77.6% | +22.9% |
| 1Y | +30.1% | -58.4% | +88.5% | +33.1% |
| All | +30.1% | -58.1% | +88.2% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling