-34.6%
DOW vs VRTX
+53.6%
-88.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.7% |
| 7D | -2.9% | -3.4% | +0.5% | -2.6% |
| 30D | +2.0% | +6.6% | -4.7% | +1.4% |
| 3M | -12.5% | +19.4% | -31.9% | -14.1% |
| 6M | -9.2% | +15.8% | -25.0% | -10.8% |
| YTD | +30.8% | +16.7% | +14.1% | +28.0% |
| 1Y | +29.4% | +33.8% | -4.4% | +23.8% |
| 3Y | -34.6% | +54.2% | -88.7% | -38.9% |
| All | -34.6% | +53.6% | -88.2% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling