+362.1%
VRTX vs FND
+61.4%
+300.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.1% |
| 7D | 0.0% | -5.1% | +5.2% | +0.9% |
| 30D | +11.8% | +9.2% | +2.6% | +10.0% |
| 3M | +3.2% | -17.7% | +20.9% | +6.1% |
| 6M | +21.0% | +2.5% | +18.6% | +19.2% |
| YTD | +19.7% | -19.8% | +39.5% | +22.0% |
| 1Y | +25.0% | -22.7% | +47.6% | +28.1% |
| 3Y | +45.2% | -38.3% | +83.5% | +49.9% |
| 5Y | +189.7% | -63.0% | +252.7% | +214.6% |
| All | +362.1% | +61.4% | +300.7% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling