+425.8%
VRTX vs FTAI
+2,995.8%
-2,570.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.0% |
| 7D | -7.8% | -9.7% | +1.9% | -7.1% |
| 30D | -2.8% | -20.0% | +17.1% | -1.3% |
| 3M | +18.1% | -20.1% | +38.1% | +19.7% |
| 6M | +3.1% | -33.3% | +36.4% | +5.4% |
| YTD | +13.5% | -8.0% | +21.5% | +13.1% |
| 1Y | +32.4% | +8.0% | +24.5% | +29.9% |
| 3Y | +50.0% | +413.4% | -363.4% | +20.7% |
| 5Y | +172.9% | +858.6% | -685.7% | +101.0% |
| All | +425.8% | +2,995.8% | -2,570.0% | +227.3% |
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