+495.5%
VRTX vs FTI
+176.5%
+319.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +3.2% | -3.3% | +6.5% | +3.5% |
| 30D | +7.4% | -7.2% | +14.6% | +8.0% |
| 3M | +4.6% | -12.9% | +17.4% | +5.7% |
| 6M | +27.5% | -7.9% | +35.3% | +28.0% |
| YTD | +20.9% | +45.2% | -24.3% | +16.0% |
| 1Y | +30.1% | +48.1% | -18.0% | +24.6% |
| 3Y | +46.6% | +205.0% | -158.4% | +29.6% |
| 5Y | +191.6% | +838.8% | -647.2% | +126.6% |
| All | +495.5% | +176.5% | +319.1% | +432.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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