+557.4%
VRTX vs FN
+753.0%
-195.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.8% | -0.4% |
| 7D | -2.1% | 0.0% | -2.1% | -2.5% |
| 30D | +8.2% | -34.3% | +42.5% | +12.7% |
| 3M | +13.0% | -39.9% | +52.9% | +18.1% |
| 6M | +27.9% | -51.8% | +79.8% | +35.8% |
| YTD | +20.7% | -28.1% | +48.8% | +19.3% |
| 1Y | +31.4% | -29.1% | +60.5% | +29.5% |
| 3Y | +41.8% | +102.4% | -60.6% | +11.8% |
| 5Y | +183.7% | +171.7% | +12.0% | +103.9% |
| All | +557.4% | +753.0% | -195.6% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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