+1,447.3%
VRTX vs FN
+2,575.5%
-1,128.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.2% | +13.1% | +0.5% |
| 7D | +0.5% | -16.0% | +16.4% | +2.1% |
| 30D | +8.0% | -40.1% | +48.1% | +14.2% |
| 3M | +11.9% | -43.9% | +55.8% | +18.2% |
| 6M | +27.8% | -55.6% | +83.5% | +37.5% |
| YTD | +19.7% | -35.7% | +55.3% | +20.4% |
| 1Y | +30.1% | -39.8% | +69.9% | +31.5% |
| 3Y | +44.2% | +80.3% | -36.1% | +18.0% |
| 5Y | +181.3% | +143.3% | +38.0% | +113.1% |
| 10Y | +587.1% | +682.3% | -95.2% | +314.5% |
| All | +1,447.3% | +2,575.5% | -1,128.2% | +654.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling