+0.1%
DOW vs VRTX
+196.7%
-196.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +5.2% | -1.6% | +6.8% | +5.5% |
| 30D | +13.2% | +8.0% | +5.1% | +11.4% |
| 3M | +10.1% | +4.3% | +5.8% | +8.9% |
| 6M | -13.1% | +18.9% | -32.0% | -16.6% |
| YTD | +46.1% | +18.8% | +27.3% | +39.2% |
| 1Y | +50.0% | +24.0% | +26.1% | +41.4% |
| 3Y | -20.2% | +42.1% | -62.4% | -29.1% |
| 5Y | -27.7% | +187.6% | -215.3% | -48.3% |
| All | +0.1% | +196.7% | -196.6% | -34.6% |
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 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