+172.9%
VRTX vs IFF
-36.2%
+209.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -7.8% | -2.8% | -5.0% | -7.3% |
| 30D | -2.8% | -1.1% | -1.7% | -2.7% |
| 3M | +18.1% | +13.8% | +4.3% | +15.3% |
| 6M | +3.1% | +16.7% | -13.6% | -0.1% |
| YTD | +13.5% | +26.1% | -12.6% | +8.6% |
| 1Y | +32.4% | +33.5% | -1.1% | +25.3% |
| 3Y | +50.0% | +31.6% | +18.4% | +41.9% |
| 5Y | +172.9% | -34.9% | +207.7% | +183.1% |
| All | +172.9% | -36.2% | +209.1% | +183.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling