+365.1%
VRTX vs FND
+66.0%
+299.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.4% |
| 7D | +0.8% | -5.2% | +6.0% | +1.6% |
| 30D | +12.6% | -19.9% | +32.5% | +16.6% |
| 3M | +23.6% | +2.7% | +20.9% | +22.2% |
| 6M | +14.3% | -21.7% | +36.0% | +17.7% |
| YTD | +20.5% | -17.5% | +38.0% | +22.6% |
| 1Y | +37.6% | -39.3% | +76.9% | +46.9% |
| 3Y | +55.5% | -49.8% | +105.3% | +66.8% |
| 5Y | +175.7% | -60.1% | +235.8% | +195.7% |
| All | +365.1% | +66.0% | +299.1% | +257.1% |
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