-35.9%
DOW vs VRTX
+175.7%
-211.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.8% |
| 7D | -2.9% | -3.4% | +0.5% | -2.5% |
| 30D | +2.0% | +6.6% | -4.7% | +1.2% |
| 3M | -12.5% | +19.4% | -31.9% | -14.6% |
| 6M | -9.2% | +15.8% | -25.0% | -11.3% |
| YTD | +30.8% | +16.7% | +14.1% | +27.4% |
| 1Y | +29.4% | +33.8% | -4.4% | +23.2% |
| 3Y | -34.6% | +54.2% | -88.7% | -39.9% |
| 5Y | -35.9% | +176.4% | -212.3% | -42.4% |
| All | -35.9% | +175.7% | -211.7% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling