+184.1%
VRTX vs VFC
-79.1%
+263.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.3% |
| 7D | +0.8% | -1.6% | +2.4% | +0.9% |
| 30D | +12.6% | -11.6% | +24.3% | +13.7% |
| 3M | +23.6% | -18.1% | +41.7% | +25.2% |
| 6M | +14.3% | -27.4% | +41.6% | +16.6% |
| YTD | +20.5% | -24.8% | +45.3% | +22.4% |
| 1Y | +37.6% | -8.2% | +45.8% | +37.5% |
| 3Y | +55.5% | -29.1% | +84.7% | +55.2% |
| All | +184.1% | -79.1% | +263.2% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling