+11,653.3%
VRTX vs IFF
+681.6%
+10,971.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -2.9% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +6.6% | -0.3% | +6.9% | +6.7% |
| 3M | +19.4% | +18.6% | +0.8% | +12.3% |
| 6M | +15.8% | +17.4% | -1.6% | +8.2% |
| YTD | +16.7% | +28.5% | -11.8% | +5.5% |
| 1Y | +33.8% | +32.5% | +1.3% | +19.4% |
| 3Y | +54.2% | +34.1% | +20.1% | +33.5% |
| 5Y | +176.4% | -35.2% | +211.5% | +196.4% |
| 10Y | +443.5% | -21.1% | +464.6% | +405.6% |
| All | +11,653.3% | +681.6% | +10,971.8% | +3,911.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling