+48.4%
VRTX vs FWONK
+44.6%
+3.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -2.0% | -7.7% | +5.8% | -0.9% |
| 3M | +15.8% | +5.7% | +10.1% | +15.0% |
| 6M | +4.7% | +13.5% | -8.8% | +2.9% |
| YTD | +13.7% | -3.0% | +16.7% | +13.6% |
| 1Y | +29.7% | -6.4% | +36.1% | +30.1% |
| 3Y | +48.4% | +43.8% | +4.6% | +41.1% |
| All | +48.4% | +44.6% | +3.8% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 3y: compounded portfolio wealth divided by compounded FWONK 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…
3y analysis · Full analysis span regression · 6 months rolling