+184.1%
VRTX vs FICO
+99.8%
+84.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -16.7% | +14.6% | -0.2% |
| 7D | +0.8% | -19.2% | +20.0% | +3.2% |
| 30D | +12.6% | -14.6% | +27.2% | +14.5% |
| 3M | +23.6% | -20.1% | +43.7% | +26.2% |
| 6M | +14.3% | -36.3% | +50.6% | +19.0% |
| YTD | +20.5% | -44.9% | +65.3% | +27.8% |
| 1Y | +37.6% | -38.6% | +76.2% | +42.7% |
| 3Y | +55.5% | +4.0% | +51.6% | +44.2% |
| All | +184.1% | +99.8% | +84.3% | +114.1% |
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 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