+1,081.8%
DIA vs VRTX
+2,857.2%
-1,775.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -0.9% | -2.1% | +1.2% | -0.7% |
| 30D | +0.3% | +8.2% | -7.9% | -0.7% |
| 3M | -4.5% | +13.0% | -17.5% | -6.0% |
| 6M | +3.4% | +27.9% | -24.6% | +0.2% |
| YTD | +7.8% | +20.7% | -12.9% | +5.0% |
| 1Y | +10.7% | +31.4% | -20.7% | +6.7% |
| 3Y | +57.5% | +41.8% | +15.7% | +49.0% |
| 5Y | +53.7% | +183.7% | -130.0% | +33.4% |
| 10Y | +247.2% | +592.9% | -345.7% | +169.1% |
| All | +1,081.8% | +2,857.2% | -1,775.5% | +493.4% |
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