-100.0%
DFNS vs VRTX
+87.7%
-187.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -2.7% |
| 7D | -42.8% | -0.4% | -42.4% | -42.7% |
| 30D | -67.6% | +8.0% | -75.6% | -66.7% |
| 3M | -94.9% | +11.0% | -105.9% | -94.6% |
| 6M | -96.7% | +28.2% | -124.9% | -96.4% |
| YTD | -99.6% | +21.5% | -121.1% | -99.6% |
| 1Y | -99.7% | +34.5% | -134.3% | -99.7% |
| 3Y | -100.0% | +49.5% | -149.4% | -100.0% |
| 5Y | -100.0% | +188.3% | -288.3% | -100.0% |
| All | -100.0% | +87.7% | -187.6% | -100.0% |
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