+42.1%
VRTX vs FIVE
+40.0%
+2.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.6% | +2.7% | -4.2% | -1.7% |
| 30D | +8.0% | +12.7% | -4.6% | +7.3% |
| 3M | +4.3% | +2.1% | +2.2% | +4.1% |
| 6M | +18.9% | +17.5% | +1.4% | +17.6% |
| YTD | +18.8% | +31.0% | -12.2% | +16.8% |
| 1Y | +24.0% | +67.7% | -43.8% | +20.3% |
| 3Y | +42.1% | +43.4% | -1.2% | +37.3% |
| All | +42.1% | +40.0% | +2.2% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling