+30.1%
VRTX vs FN
-24.2%
+54.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | -0.6% |
| 7D | +3.2% | -4.1% | +7.3% | +3.1% |
| 30D | +7.4% | -28.3% | +35.7% | +7.5% |
| 3M | +4.6% | -33.9% | +38.5% | +4.8% |
| 6M | +27.5% | -43.9% | +71.4% | +27.9% |
| YTD | +20.9% | -23.4% | +44.3% | +17.6% |
| 1Y | +30.1% | -25.4% | +55.5% | +26.6% |
| All | +30.1% | -24.2% | +54.3% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling