+474.7%
VRTX vs FLR
+8.6%
+466.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | 0.0% | +10.1% | -10.1% | -0.7% |
| 30D | +11.8% | -0.5% | +12.3% | +11.8% |
| 3M | +3.2% | -4.8% | +8.0% | +3.4% |
| 6M | +21.0% | +10.7% | +10.3% | +19.5% |
| YTD | +19.7% | +25.0% | -5.3% | +16.7% |
| 1Y | +25.0% | +8.3% | +16.7% | +23.1% |
| 3Y | +45.2% | +36.8% | +8.4% | +37.7% |
| 5Y | +189.7% | +121.8% | +68.0% | +160.3% |
| All | +474.7% | +8.6% | +466.1% | +471.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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