-10.8%
DOW vs VRTX
+200.8%
-211.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.6% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | +0.4% | +12.6% | -12.3% | -2.1% |
| 3M | -14.4% | +23.6% | -38.0% | -18.4% |
| 6M | -7.0% | +14.3% | -21.3% | -10.2% |
| YTD | +30.2% | +20.5% | +9.7% | +23.9% |
| 1Y | +29.2% | +37.6% | -8.4% | +19.0% |
| 3Y | -36.7% | +55.5% | -92.3% | -45.0% |
| 5Y | -37.7% | +175.7% | -213.4% | -54.8% |
| All | -10.8% | +200.8% | -211.7% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling