+25.0%
VRTX vs FN
-21.9%
+46.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | 0.0% | +20.8% | -20.8% | +0.3% |
| 30D | +11.8% | -17.3% | +29.1% | +12.0% |
| 3M | +3.2% | -38.1% | +41.3% | +3.6% |
| 6M | +21.0% | -44.2% | +65.3% | +21.7% |
| YTD | +19.7% | -22.3% | +42.0% | +16.2% |
| 1Y | +25.0% | -20.9% | +45.9% | +21.1% |
| All | +25.0% | -21.9% | +46.9% | +21.1% |
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