+470.4%
VRTX vs FTAI
+2,658.1%
-2,187.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.6% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +8.0% | +10.7% | -2.6% | +6.9% |
| 3M | +4.3% | -16.4% | +20.7% | +5.1% |
| 6M | +18.9% | -32.2% | +51.1% | +21.3% |
| YTD | +18.8% | -7.7% | +26.5% | +17.8% |
| 1Y | +24.0% | +18.7% | +5.2% | +20.4% |
| 3Y | +42.1% | +354.3% | -312.2% | +16.3% |
| 5Y | +187.6% | +850.7% | -663.1% | +113.4% |
| All | +470.4% | +2,658.1% | -2,187.7% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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