+181.3%
VRTX vs FICO
+84.1%
+97.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +0.5% | -0.3% | +0.7% | +0.5% |
| 30D | +8.0% | +1.7% | +6.3% | +7.6% |
| 3M | +11.9% | -35.2% | +47.1% | +16.3% |
| 6M | +27.8% | -33.7% | +61.5% | +31.8% |
| YTD | +19.7% | -58.2% | +77.8% | +29.7% |
| 1Y | +30.1% | -56.6% | +86.7% | +40.2% |
| 3Y | +44.2% | -24.0% | +68.2% | +37.8% |
| 5Y | +181.3% | +86.1% | +95.2% | +115.5% |
| All | +181.3% | +84.1% | +97.3% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling