+731.4%
VRTX vs FLR
+603.8%
+127.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | +0.8% | +5.4% | -4.6% | -0.2% |
| 30D | +12.6% | +11.4% | +1.3% | +9.7% |
| 3M | +23.6% | +11.4% | +12.2% | +19.9% |
| 6M | +14.3% | +16.6% | -2.4% | +8.9% |
| YTD | +20.5% | +41.7% | -21.3% | +10.0% |
| 1Y | +37.6% | +35.4% | +2.2% | +26.0% |
| 3Y | +55.5% | +57.3% | -1.8% | +30.8% |
| 5Y | +175.7% | +241.0% | -65.2% | +86.1% |
| 10Y | +474.2% | +16.6% | +457.5% | +322.3% |
| All | +731.4% | +603.8% | +127.6% | +141.5% |
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