+251.0%
DIA vs VRTX
+441.1%
-190.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.4% |
| 7D | -1.2% | -6.4% | +5.2% | +0.2% |
| 30D | -2.7% | -0.5% | -2.2% | -2.6% |
| 3M | +3.3% | +16.9% | -13.6% | -0.5% |
| 6M | +10.4% | +13.1% | -2.6% | +7.0% |
| YTD | +10.0% | +14.9% | -5.0% | +6.0% |
| 1Y | +16.2% | +31.4% | -15.3% | +8.4% |
| 3Y | +58.7% | +51.9% | +6.8% | +39.7% |
| 5Y | +63.6% | +177.1% | -113.5% | +22.9% |
| 10Y | +251.0% | +456.3% | -205.2% | +152.2% |
| All | +251.0% | +441.1% | -190.0% | +152.2% |
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