+585.6%
VRTX vs USFR
+28.6%
+557.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | +11.8% | +0.4% | +11.5% | +11.8% |
| 3M | +3.2% | +1.0% | +2.2% | +3.0% |
| 6M | +21.0% | +2.0% | +19.0% | +20.7% |
| YTD | +19.7% | +3.4% | +16.2% | +19.0% |
| 1Y | +25.0% | +4.1% | +20.9% | +24.2% |
| 3Y | +45.2% | +14.4% | +30.8% | +42.1% |
| 5Y | +189.7% | +21.4% | +168.3% | +180.9% |
| 10Y | +489.8% | +28.5% | +461.3% | +463.7% |
| All | +585.6% | +28.6% | +557.0% | +596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling