+459.9%
DDOG vs VRTX
+203.1%
+256.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.3% |
| 7D | -6.1% | -3.4% | -2.7% | -5.1% |
| 30D | -10.1% | +6.6% | -16.7% | -12.2% |
| 3M | -9.3% | +19.4% | -28.7% | -14.7% |
| 6M | +67.2% | +15.8% | +51.4% | +57.8% |
| YTD | +54.6% | +16.7% | +37.9% | +45.3% |
| 1Y | +54.1% | +33.8% | +20.3% | +37.8% |
| 3Y | +115.3% | +54.2% | +61.1% | +73.5% |
| 5Y | +50.6% | +176.4% | -125.7% | -7.4% |
| All | +459.9% | +203.1% | +256.7% | +174.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling