+456.3%
VRTX vs FTI
+297.7%
+158.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -6.4% | -2.3% | -4.1% | -6.2% |
| 30D | -0.5% | +5.0% | -5.6% | -1.0% |
| 3M | +16.9% | +13.8% | +3.1% | +15.3% |
| 6M | +13.1% | +22.9% | -9.8% | +10.5% |
| YTD | +14.9% | +75.0% | -60.0% | +8.5% |
| 1Y | +31.4% | +96.9% | -65.4% | +22.5% |
| 3Y | +51.9% | +276.7% | -224.8% | +31.2% |
| 5Y | +177.1% | +1,157.0% | -980.0% | +107.3% |
| 10Y | +456.3% | +310.7% | +145.6% | +359.3% |
| All | +456.3% | +297.7% | +158.6% | +359.3% |
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