-100.0%
DFNS vs VRTX
+86.4%
-186.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.8% | -13.1% | -11.9% |
| 7D | -44.0% | -2.1% | -41.9% | -44.3% |
| 30D | -69.1% | +8.2% | -77.3% | -68.3% |
| 3M | -95.6% | +13.0% | -108.7% | -95.4% |
| 6M | -96.2% | +27.9% | -124.1% | -95.8% |
| YTD | -99.6% | +20.7% | -120.3% | -99.6% |
| 1Y | -99.7% | +31.4% | -131.2% | -99.7% |
| 3Y | -100.0% | +41.8% | -141.8% | -100.0% |
| 5Y | -100.0% | +183.7% | -283.7% | -100.0% |
| All | -100.0% | +86.4% | -186.3% | -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 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