+181.8%
VRTX vs FOXA
+90.1%
+91.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.3% | -1.6% |
| 7D | -7.8% | -3.7% | -4.0% | -7.2% |
| 30D | -2.8% | +5.4% | -8.2% | -3.8% |
| 3M | +18.1% | -3.7% | +21.8% | +18.2% |
| 6M | +3.1% | +12.6% | -9.5% | +0.1% |
| YTD | +13.5% | -10.0% | +23.5% | +14.6% |
| 1Y | +32.4% | +15.0% | +17.4% | +27.4% |
| 3Y | +50.0% | +115.1% | -65.1% | +27.9% |
| 5Y | +172.9% | +93.0% | +79.8% | +134.4% |
| All | +181.8% | +90.1% | +91.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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