-99.9%
DFNS vs VRTX
+80.2%
-180.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -2.0% |
| 7D | +0.8% | -3.4% | +4.2% | -0.4% |
| 30D | -73.2% | +6.6% | -79.8% | -72.5% |
| 3M | -72.4% | +19.4% | -91.8% | -70.5% |
| 6M | -95.2% | +15.8% | -111.0% | -95.0% |
| YTD | -98.0% | +16.7% | -114.6% | -97.9% |
| 1Y | -98.3% | +33.8% | -132.1% | -98.0% |
| 3Y | -99.9% | +54.2% | -154.1% | -99.9% |
| 5Y | -99.9% | +176.4% | -276.2% | -99.8% |
| All | -99.9% | +80.2% | -180.0% | -99.8% |
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 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