+177.1%
VRTX vs FLR
+245.1%
-68.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.3% |
| 7D | -6.4% | -3.1% | -3.3% | -6.3% |
| 30D | -0.5% | +4.9% | -5.5% | -0.8% |
| 3M | +16.9% | +10.8% | +6.1% | +16.0% |
| 6M | +13.1% | +19.7% | -6.6% | +11.5% |
| YTD | +14.9% | +38.4% | -23.4% | +12.5% |
| 1Y | +31.4% | +34.7% | -3.2% | +28.6% |
| 3Y | +51.9% | +56.7% | -4.7% | +44.0% |
| 5Y | +177.1% | +241.6% | -64.6% | +139.1% |
| All | +177.1% | +245.1% | -68.0% | +139.1% |
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