+1,129.1%
DIA vs VRTX
+2,852.0%
-1,722.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | -1.5% | +12.6% | -14.2% | -3.0% |
| 3M | +3.8% | +23.6% | -19.9% | +1.0% |
| 6M | +10.3% | +14.3% | -4.0% | +8.3% |
| YTD | +12.1% | +20.5% | -8.4% | +9.3% |
| 1Y | +18.6% | +37.6% | -18.9% | +13.8% |
| 3Y | +60.6% | +55.5% | +5.1% | +50.4% |
| 5Y | +64.4% | +175.7% | -111.3% | +43.1% |
| 10Y | +250.1% | +474.2% | -224.1% | +176.7% |
| All | +1,129.1% | +2,852.0% | -1,722.9% | +517.6% |
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