+425.8%
VRTX vs USFR
+28.0%
+397.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | -2.8% | +0.3% | -3.2% | -2.9% |
| 3M | +18.1% | +1.0% | +17.1% | +17.9% |
| 6M | +3.1% | +1.9% | +1.2% | +2.8% |
| YTD | +13.5% | +2.7% | +10.8% | +13.0% |
| 1Y | +32.4% | +4.0% | +28.4% | +31.6% |
| 3Y | +50.0% | +14.1% | +35.9% | +47.3% |
| 5Y | +172.9% | +20.5% | +152.4% | +165.8% |
| All | +425.8% | +28.0% | +397.8% | +350.7% |
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