+590.0%
VRTX vs USFR
+27.5%
+562.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +0.8% | +0.1% | +0.8% | +0.8% |
| 30D | +12.6% | +0.3% | +12.3% | +12.6% |
| 3M | +23.6% | +1.0% | +22.6% | +23.4% |
| 6M | +14.3% | +1.9% | +12.3% | +13.9% |
| YTD | +20.5% | +2.6% | +17.8% | +20.0% |
| 1Y | +37.6% | +4.0% | +33.6% | +36.7% |
| 3Y | +55.5% | +14.1% | +41.4% | +52.3% |
| 5Y | +175.7% | +20.4% | +155.3% | +167.7% |
| 10Y | +474.2% | +28.0% | +446.2% | +449.1% |
| All | +590.0% | +27.5% | +562.4% | +601.5% |
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