+177.1%
VRTX vs FOXA
+87.1%
+89.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | -6.4% | -5.4% | -1.0% | -5.6% |
| 30D | -0.5% | +1.1% | -1.7% | -0.8% |
| 3M | +16.9% | -6.1% | +23.0% | +17.5% |
| 6M | +13.1% | +8.2% | +4.8% | +10.6% |
| YTD | +14.9% | -11.8% | +26.7% | +16.8% |
| 1Y | +31.4% | +9.9% | +21.5% | +27.4% |
| 3Y | +51.9% | +110.7% | -58.8% | +29.4% |
| 5Y | +177.1% | +86.9% | +90.1% | +145.2% |
| All | +177.1% | +87.1% | +89.9% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling