+470.4%
VRTX vs FN
+700.1%
-229.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | +0.1% |
| 7D | -1.6% | +0.3% | -1.8% | -1.7% |
| 30D | +8.0% | -16.5% | +24.6% | +9.4% |
| 3M | +4.3% | -42.1% | +46.4% | +9.5% |
| 6M | +18.9% | -52.9% | +71.8% | +26.7% |
| YTD | +18.8% | -28.0% | +46.8% | +17.2% |
| 1Y | +24.0% | -18.5% | +42.5% | +19.5% |
| 3Y | +42.1% | +93.9% | -51.7% | +12.3% |
| 5Y | +187.6% | +170.5% | +17.1% | +105.2% |
| All | +470.4% | +700.1% | -229.7% | +199.7% |
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