-10.2%
DOW vs VRTX
+183.5%
-193.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -2.4% | -7.8% | +5.4% | -0.8% |
| 30D | -4.1% | -2.8% | -1.2% | -3.6% |
| 3M | -12.4% | +18.1% | -30.5% | -15.7% |
| 6M | -10.6% | +3.1% | -13.7% | -11.7% |
| YTD | +31.1% | +13.5% | +17.6% | +26.2% |
| 1Y | +30.5% | +32.4% | -1.9% | +21.0% |
| 3Y | -34.4% | +50.0% | -84.4% | -42.7% |
| 5Y | -35.5% | +172.9% | -208.4% | -53.4% |
| All | -10.2% | +183.5% | -193.7% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling