+56.8%
VRTX vs FN
+158.4%
-101.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.3% | -2.3% |
| 7D | +0.8% | -1.7% | +2.5% | +0.9% |
| 30D | +12.6% | -22.0% | +34.6% | +13.7% |
| 3M | +23.6% | -43.0% | +66.6% | +27.2% |
| 6M | +14.3% | -27.7% | +42.0% | +14.4% |
| YTD | +20.5% | -10.5% | +31.0% | +18.0% |
| 1Y | +37.6% | +12.5% | +25.1% | +31.4% |
| All | +56.8% | +158.4% | -101.6% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling