+199.1%
VRTX vs FOXA
+90.8%
+108.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.6% |
| 7D | +0.8% | -4.0% | +4.8% | +1.5% |
| 30D | +12.6% | +12.0% | +0.7% | +10.3% |
| 3M | +23.6% | +0.3% | +23.4% | +22.8% |
| 6M | +14.3% | +12.5% | +1.8% | +11.0% |
| YTD | +20.5% | -9.6% | +30.1% | +21.6% |
| 1Y | +37.6% | +8.6% | +29.0% | +33.8% |
| 3Y | +55.5% | +118.5% | -63.0% | +32.3% |
| 5Y | +175.7% | +88.8% | +87.0% | +137.8% |
| All | +199.1% | +90.8% | +108.3% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling