+12,036.0%
VRTX vs FICO
+82,755.2%
-70,719.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -16.7% | +14.6% | +1.5% |
| 7D | +0.8% | -19.2% | +20.0% | +5.2% |
| 30D | +12.6% | -14.6% | +27.2% | +16.0% |
| 3M | +23.6% | -20.1% | +43.7% | +28.3% |
| 6M | +14.3% | -36.3% | +50.6% | +22.8% |
| YTD | +20.5% | -44.9% | +65.3% | +33.0% |
| 1Y | +37.6% | -38.6% | +76.2% | +47.0% |
| 3Y | +55.5% | +4.0% | +51.6% | +42.8% |
| 5Y | +175.7% | +99.5% | +76.2% | +111.0% |
| 10Y | +474.2% | +604.7% | -130.5% | +221.2% |
| All | +12,036.0% | +82,755.2% | -70,719.2% | +3,298.8% |
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