+184.1%
VRTX vs FITB
+71.5%
+112.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +12.6% | -4.7% | +17.4% | +13.5% |
| 3M | +23.6% | +6.7% | +17.0% | +22.1% |
| 6M | +14.3% | +12.6% | +1.7% | +11.7% |
| YTD | +20.5% | +19.1% | +1.3% | +16.3% |
| 1Y | +37.6% | +22.6% | +14.9% | +32.0% |
| 3Y | +55.5% | +127.1% | -71.6% | +33.4% |
| All | +184.1% | +71.5% | +112.6% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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