+9.8%
DIA vs VRTX
+26.3%
-16.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +1.2% | +11.8% | -10.6% | -0.6% |
| 3M | -2.4% | +3.2% | -5.6% | -3.0% |
| 6M | +5.7% | +21.0% | -15.4% | +2.2% |
| YTD | +9.9% | +19.7% | -9.8% | +5.9% |
| 1Y | +9.8% | +25.0% | -15.2% | +5.0% |
| All | +9.8% | +26.3% | -16.5% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling