+115.0%
DRAM vs VRTX
+22.0%
+93.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.1% | +8.7% | +5.9% |
| 7D | +6.9% | +0.8% | +6.1% | +7.1% |
| 30D | +11.1% | +12.6% | -1.6% | +14.7% |
| 3M | -9.1% | +23.6% | -32.8% | -8.7% |
| All | +115.0% | +22.0% | +93.0% | +117.9% |
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 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 · Available span rolling