+474.5%
VRTX vs FIVE
+562.8%
-88.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.2% | +7.3% | -4.1% | +2.3% |
| 30D | +7.4% | +18.1% | -10.6% | +5.3% |
| 3M | +4.6% | +7.7% | -3.1% | +3.5% |
| 6M | +27.5% | +13.6% | +13.9% | +24.8% |
| YTD | +20.9% | +34.6% | -13.7% | +15.7% |
| 1Y | +30.1% | +66.2% | -36.2% | +21.3% |
| 3Y | +46.6% | +43.5% | +3.2% | +35.4% |
| 5Y | +191.6% | +20.7% | +170.9% | +169.0% |
| 10Y | +474.5% | +541.5% | -66.9% | +324.8% |
| All | +474.5% | +562.8% | -88.2% | +324.8% |
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