+11.7%
DIA vs VRTX
+32.9%
-21.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.9% | +3.2% | -2.3% | +0.4% |
| 30D | +1.1% | +7.4% | -6.3% | -0.1% |
| 3M | -2.9% | +4.6% | -7.5% | -3.7% |
| 6M | +5.9% | +27.5% | -21.6% | +1.4% |
| YTD | +9.8% | +20.9% | -11.1% | +5.5% |
| 1Y | +11.7% | +30.1% | -18.4% | +5.9% |
| All | +11.7% | +32.9% | -21.1% | +5.9% |
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