+950.1%
VRTX vs FIVE
+822.5%
+127.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | +8.2% | +17.7% | -9.5% | +6.0% |
| 3M | +13.0% | +4.0% | +9.1% | +12.2% |
| 6M | +27.9% | +2.6% | +25.3% | +26.7% |
| YTD | +20.7% | +27.6% | -6.9% | +16.1% |
| 1Y | +31.4% | +59.9% | -28.5% | +22.8% |
| 3Y | +41.8% | +35.8% | +6.1% | +30.9% |
| 5Y | +183.7% | +14.4% | +169.3% | +161.8% |
| 10Y | +592.9% | +576.1% | +16.7% | +361.1% |
| All | +950.1% | +822.5% | +127.6% | +538.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling