+1,104.1%
VRTX vs FTI
+1,755.2%
-651.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -0.4% | +1.4% | -1.7% | -0.7% |
| 30D | +7.9% | -6.3% | +14.1% | +9.1% |
| 3M | +3.3% | -13.1% | +16.4% | +6.0% |
| 6M | +25.7% | -8.0% | +33.7% | +26.8% |
| YTD | +20.7% | +47.1% | -26.4% | +9.3% |
| 1Y | +27.4% | +50.7% | -23.2% | +14.7% |
| 3Y | +46.4% | +209.0% | -162.6% | +8.7% |
| 5Y | +194.3% | +847.0% | -652.7% | +58.3% |
| 10Y | +494.6% | +184.3% | +310.3% | +274.7% |
| All | +1,104.1% | +1,755.2% | -651.1% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling