+37.6%
VRTX vs IFF
+34.4%
+3.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +0.8% | -1.8% | +2.6% | +1.2% |
| 30D | +12.6% | -2.0% | +14.6% | +13.0% |
| 3M | +23.6% | +18.5% | +5.1% | +19.2% |
| 6M | +14.3% | +11.7% | +2.6% | +11.7% |
| YTD | +20.5% | +29.6% | -9.1% | +14.9% |
| 1Y | +37.6% | +35.0% | +2.6% | +29.2% |
| All | +37.6% | +34.4% | +3.2% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling