-99.9%
DFNS vs VRTX
+178.3%
-278.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | -0.5% |
| 7D | -16.0% | +0.8% | -16.8% | -15.5% |
| 30D | -77.7% | +12.6% | -90.3% | -76.2% |
| 3M | -77.2% | +23.6% | -100.8% | -74.6% |
| 6M | -95.2% | +14.3% | -109.5% | -94.9% |
| YTD | -98.0% | +20.5% | -118.4% | -97.8% |
| 1Y | -98.3% | +37.6% | -135.9% | -97.9% |
| 3Y | -99.9% | +55.5% | -155.4% | -99.8% |
| All | -99.9% | +178.3% | -278.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling