+187.0%
VRTX vs FRSH
-72.0%
+259.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.8% | -2.8% |
| 7D | -3.4% | -10.1% | +6.7% | -2.7% |
| 30D | +6.6% | +2.2% | +4.4% | +6.4% |
| 3M | +19.4% | +28.6% | -9.2% | +17.2% |
| 6M | +15.8% | +40.2% | -24.4% | +12.7% |
| YTD | +16.7% | -1.2% | +17.9% | +16.3% |
| 1Y | +33.8% | -7.9% | +41.7% | +33.9% |
| 3Y | +54.2% | -44.7% | +98.9% | +57.7% |
| All | +187.0% | -72.0% | +259.0% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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