+30.2%
VRTX vs FRMI
-93.1%
+123.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -10.6% | +14.0% | +3.4% |
| 7D | +3.7% | -39.7% | +43.4% | +3.5% |
| 30D | +9.0% | -55.2% | +64.2% | +8.8% |
| 3M | +14.7% | -71.2% | +85.8% | +14.6% |
| 6M | +27.7% | -64.1% | +91.8% | +27.4% |
| YTD | +21.1% | -77.2% | +98.4% | +21.5% |
| 1Y | +30.2% | -93.2% | +123.4% | +28.6% |
| All | +30.2% | -93.1% | +123.3% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling