+471.3%
VRTX vs FIVE
+477.5%
-6.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -2.7% |
| 7D | +0.8% | +4.3% | -3.4% | +0.3% |
| 30D | +12.6% | +12.5% | +0.1% | +10.9% |
| 3M | +23.6% | +31.2% | -7.6% | +19.3% |
| 6M | +14.3% | +14.4% | -0.1% | +11.7% |
| YTD | +20.5% | +33.9% | -13.4% | +15.3% |
| 1Y | +37.6% | +65.1% | -27.5% | +28.0% |
| 3Y | +55.5% | +49.0% | +6.6% | +42.4% |
| 5Y | +175.7% | +30.3% | +145.5% | +150.5% |
| All | +471.3% | +477.5% | -6.3% | +296.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling