+46.4%
DRAM vs VRTX
+22.4%
+24.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.9% |
| 7D | -14.7% | +3.2% | -17.9% | -13.7% |
| 30D | -28.9% | +7.4% | -36.4% | -27.2% |
| 3M | -18.1% | +4.6% | -22.6% | -16.8% |
| 6M | -23.0% | +27.5% | -50.5% | -23.2% |
| All | +46.4% | +22.4% | +24.0% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling