+365.9%
VRTX vs FND
+68.8%
+297.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | -0.4% | -4.4% | +4.0% | +0.3% |
| 30D | +7.9% | +14.5% | -6.6% | +5.3% |
| 3M | +3.3% | -15.6% | +18.9% | +5.8% |
| 6M | +25.7% | +4.7% | +21.0% | +23.4% |
| YTD | +20.7% | -16.1% | +36.8% | +22.1% |
| 1Y | +27.4% | -16.0% | +43.5% | +28.9% |
| 3Y | +46.4% | -35.5% | +81.9% | +50.1% |
| 5Y | +194.3% | -60.5% | +254.8% | +216.1% |
| All | +365.9% | +68.8% | +297.1% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling