+31.4%
VRTX vs FN
-33.3%
+64.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.8% | +1.0% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +8.2% | -34.3% | +42.5% | +8.3% |
| 3M | +13.0% | -39.9% | +52.9% | +13.3% |
| 6M | +27.9% | -51.8% | +79.8% | +29.2% |
| YTD | +20.7% | -28.1% | +48.8% | +17.0% |
| 1Y | +31.4% | -29.1% | +60.5% | +27.0% |
| All | +31.4% | -33.3% | +64.7% | +27.0% |
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