+11,955.6%
VRTX vs FICO
+62,770.6%
-50,815.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.5% | -0.3% | +0.7% | +0.5% |
| 30D | +8.0% | +1.7% | +6.3% | +7.1% |
| 3M | +11.9% | -35.2% | +47.1% | +19.8% |
| 6M | +27.8% | -33.7% | +61.5% | +34.8% |
| YTD | +19.7% | -58.2% | +77.8% | +37.5% |
| 1Y | +30.1% | -56.6% | +86.7% | +48.0% |
| 3Y | +44.2% | -24.0% | +68.2% | +39.1% |
| 5Y | +181.3% | +86.1% | +95.2% | +113.6% |
| 10Y | +587.1% | +522.8% | +64.3% | +286.9% |
| All | +11,955.6% | +62,770.6% | -50,815.1% | +3,411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling