+351.3%
DAL vs VRTX
+1,684.7%
-1,333.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.3% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | -13.9% | +12.6% | -26.6% | -16.4% |
| 3M | +1.1% | +23.6% | -22.6% | -3.8% |
| 6M | +26.2% | +14.3% | +12.0% | +22.0% |
| YTD | +16.4% | +20.5% | -4.0% | +10.9% |
| 1Y | +33.9% | +37.6% | -3.7% | +23.6% |
| 3Y | +93.4% | +55.5% | +37.8% | +70.0% |
| 5Y | +106.4% | +175.7% | -69.4% | +57.2% |
| 10Y | +143.0% | +474.2% | -331.2% | +45.0% |
| All | +351.3% | +1,684.7% | -1,333.4% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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