-100.0%
DFNS vs VRTX
+83.5%
-183.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.8% |
| 7D | -6.0% | -1.6% | -4.4% | -6.5% |
| 30D | -71.2% | +8.0% | -79.2% | -70.4% |
| 3M | -94.5% | +4.3% | -98.8% | -94.4% |
| 6M | -96.5% | +18.9% | -115.4% | -96.3% |
| YTD | -99.6% | +18.8% | -118.4% | -99.6% |
| 1Y | -99.7% | +24.0% | -123.6% | -99.7% |
| 3Y | -100.0% | +42.1% | -142.1% | -100.0% |
| 5Y | -100.0% | +187.6% | -287.5% | -100.0% |
| All | -100.0% | +83.5% | -183.4% | -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