+470.2%
VRTX vs FN
+900.0%
-429.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.3% | -2.5% |
| 7D | +0.8% | -1.7% | +2.5% | +1.0% |
| 30D | +12.6% | -22.0% | +34.6% | +15.3% |
| 3M | +23.6% | -43.0% | +66.6% | +30.8% |
| 6M | +14.3% | -27.7% | +42.0% | +15.4% |
| YTD | +20.5% | -10.5% | +31.0% | +17.2% |
| 1Y | +37.6% | +12.5% | +25.1% | +28.2% |
| 3Y | +55.5% | +153.8% | -98.3% | +19.7% |
| 5Y | +175.7% | +288.0% | -112.3% | +87.1% |
| All | +470.2% | +900.0% | -429.8% | +193.6% |
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