+191.6%
VRTX vs FLR
+124.2%
+67.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.5% |
| 7D | +3.2% | +5.1% | -1.9% | +3.0% |
| 30D | +7.4% | -0.5% | +7.9% | +7.4% |
| 3M | +4.6% | -3.5% | +8.0% | +4.7% |
| 6M | +27.5% | +16.5% | +11.0% | +26.1% |
| YTD | +20.9% | +27.3% | -6.4% | +18.8% |
| 1Y | +30.1% | +10.6% | +19.4% | +28.7% |
| 3Y | +46.6% | +39.4% | +7.3% | +40.2% |
| 5Y | +191.6% | +126.4% | +65.2% | +166.4% |
| All | +191.6% | +124.2% | +67.4% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling