+1,102.1%
VRTX vs FTI
+2,165.1%
-1,063.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +0.8% | +5.3% | -4.5% | -0.3% |
| 30D | +12.6% | +15.3% | -2.7% | +9.1% |
| 3M | +23.6% | +15.8% | +7.9% | +19.2% |
| 6M | +14.3% | +22.6% | -8.3% | +8.4% |
| YTD | +20.5% | +79.5% | -59.1% | +4.9% |
| 1Y | +37.6% | +102.0% | -64.4% | +16.3% |
| 3Y | +55.5% | +315.8% | -260.3% | +8.2% |
| 5Y | +175.7% | +1,129.5% | -953.8% | +39.4% |
| 10Y | +474.2% | +320.9% | +153.3% | +226.1% |
| All | +1,102.1% | +2,165.1% | -1,063.0% | +140.6% |
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