-4.6%
DOW vs VRTX
+201.8%
-206.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -6.8% | +3.2% | -10.1% | -7.5% |
| 30D | +10.8% | +7.4% | +3.4% | +9.1% |
| 3M | +4.1% | +4.6% | -0.4% | +3.0% |
| 6M | -12.7% | +27.5% | -40.2% | -17.5% |
| YTD | +39.2% | +20.9% | +18.4% | +32.2% |
| 1Y | +49.5% | +30.1% | +19.4% | +39.4% |
| 3Y | -24.4% | +46.6% | -71.0% | -33.3% |
| 5Y | -29.6% | +191.6% | -221.1% | -49.8% |
| All | -4.6% | +201.8% | -206.5% | -37.9% |
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