+177.1%
VRTX vs FND
-61.3%
+238.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -6.4% | -0.8% | -5.6% | -6.3% |
| 30D | -0.5% | -19.6% | +19.1% | +2.5% |
| 3M | +16.9% | -4.3% | +21.2% | +17.0% |
| 6M | +13.1% | -20.4% | +33.5% | +15.8% |
| YTD | +14.9% | -21.9% | +36.8% | +17.6% |
| 1Y | +31.4% | -45.2% | +76.6% | +41.2% |
| 3Y | +51.9% | -49.2% | +101.1% | +61.1% |
| 5Y | +177.1% | -61.8% | +238.9% | +186.4% |
| All | +177.1% | -61.3% | +238.3% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling