+467.1%
DDOG vs VRTX
+213.0%
+254.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.2% |
| 7D | -10.1% | +0.8% | -11.0% | -10.4% |
| 30D | -24.8% | +12.6% | -37.4% | -27.8% |
| 3M | -12.6% | +23.6% | -36.2% | -18.7% |
| 6M | +79.9% | +14.3% | +65.7% | +70.7% |
| YTD | +56.6% | +20.5% | +36.1% | +45.7% |
| 1Y | +61.6% | +37.6% | +24.0% | +43.3% |
| 3Y | +117.9% | +55.5% | +62.3% | +75.5% |
| 5Y | +54.2% | +175.7% | -121.5% | -4.7% |
| All | +467.1% | +213.0% | +254.1% | +175.6% |
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