+495.5%
VRTX vs USFR
+28.5%
+467.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +7.4% | +0.4% | +7.0% | +7.4% |
| 3M | +4.6% | +1.1% | +3.5% | +4.5% |
| 6M | +27.5% | +2.1% | +25.4% | +27.3% |
| YTD | +20.9% | +3.4% | +17.4% | +20.5% |
| 1Y | +30.1% | +4.1% | +26.0% | +29.7% |
| 3Y | +46.6% | +14.4% | +32.2% | +45.5% |
| 5Y | +191.6% | +21.4% | +170.2% | +188.4% |
| All | +495.5% | +28.5% | +467.0% | +448.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling