+54.2%
VRTX vs FND
-49.6%
+103.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -2.6% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | +6.6% | -23.6% | +30.2% | +10.0% |
| 3M | +19.4% | +4.3% | +15.1% | +18.1% |
| 6M | +15.8% | -20.3% | +36.1% | +18.2% |
| YTD | +16.7% | -21.3% | +38.0% | +19.0% |
| 1Y | +33.8% | -45.4% | +79.2% | +42.3% |
| 3Y | +54.2% | -48.9% | +103.0% | +68.0% |
| All | +54.2% | -49.6% | +103.7% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling