+719.9%
VRTX vs FLR
+513.8%
+206.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.5% |
| 7D | -1.6% | +5.4% | -6.9% | -2.6% |
| 30D | +8.0% | +2.8% | +5.2% | +7.2% |
| 3M | +4.3% | -6.4% | +10.7% | +5.1% |
| 6M | +18.9% | +8.8% | +10.1% | +15.1% |
| YTD | +18.8% | +23.6% | -4.8% | +10.9% |
| 1Y | +24.0% | +13.8% | +10.2% | +17.6% |
| 3Y | +42.1% | +36.5% | +5.7% | +22.7% |
| 5Y | +187.6% | +119.3% | +68.2% | +114.1% |
| 10Y | +485.4% | +8.0% | +477.5% | +332.9% |
| All | +719.9% | +513.8% | +206.1% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling