+1,094.4%
VRTX vs FTI
+1,741.8%
-647.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | 0.0% | +5.4% | -5.4% | -1.1% |
| 30D | +11.8% | -8.2% | +20.0% | +13.6% |
| 3M | +3.2% | -13.7% | +16.9% | +6.1% |
| 6M | +21.0% | -11.2% | +32.2% | +23.1% |
| YTD | +19.7% | +46.0% | -26.3% | +8.6% |
| 1Y | +25.0% | +51.8% | -26.8% | +12.3% |
| 3Y | +45.2% | +206.7% | -161.5% | +8.0% |
| 5Y | +189.7% | +862.0% | -672.3% | +55.3% |
| 10Y | +489.8% | +182.3% | +307.5% | +272.2% |
| All | +1,094.4% | +1,741.8% | -647.4% | +149.0% |
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