+3,047.2%
DELL vs VRTX
+436.7%
+2,610.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.7% | -6.4% | -7.0% |
| 7D | +4.9% | -1.6% | +6.4% | +5.3% |
| 30D | -32.1% | +8.0% | -40.1% | -33.6% |
| 3M | -30.2% | +4.3% | -34.5% | -31.4% |
| 6M | +41.7% | +18.9% | +22.8% | +33.8% |
| YTD | +176.6% | +18.8% | +157.8% | +160.6% |
| 1Y | +159.9% | +24.0% | +136.0% | +141.8% |
| 3Y | +388.0% | +42.1% | +345.8% | +326.1% |
| 5Y | +578.2% | +187.6% | +390.6% | +379.8% |
| 10Y | +2,653.4% | +485.4% | +2,167.9% | +1,704.8% |
| All | +3,047.2% | +436.7% | +2,610.5% | +2,064.8% |
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