+184.1%
VRTX vs FN
+289.0%
-104.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.0% |
| 3M | +23.6% | -43.0% | +66.6% | +27.5% |
| 6M | +14.3% | -27.7% | +42.0% | +14.7% |
| YTD | +20.5% | -10.5% | +31.0% | +18.3% |
| 1Y | +37.6% | +12.5% | +25.1% | +31.8% |
| 3Y | +55.5% | +153.8% | -98.3% | +34.3% |
| All | +184.1% | +289.0% | -104.9% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling