+1,103.7%
DIA vs VRTX
+2,861.6%
-1,757.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.9% | +3.2% | -2.3% | +0.5% |
| 30D | +1.1% | +7.4% | -6.3% | +0.2% |
| 3M | -2.9% | +4.6% | -7.5% | -3.5% |
| 6M | +5.9% | +27.5% | -21.6% | +2.7% |
| YTD | +9.8% | +20.9% | -11.1% | +6.9% |
| 1Y | +11.7% | +30.1% | -18.4% | +7.8% |
| 3Y | +59.5% | +46.6% | +12.9% | +50.3% |
| 5Y | +57.5% | +191.6% | -134.0% | +36.2% |
| 10Y | +235.9% | +474.5% | -238.6% | +165.7% |
| All | +1,103.7% | +2,861.6% | -1,757.9% | +504.3% |
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