+125.9%
DUK vs VRTX
+450.9%
-324.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -1.7% | -7.8% | +6.1% | -0.7% |
| 30D | -2.2% | -2.8% | +0.6% | -2.0% |
| 3M | -3.7% | +18.1% | -21.8% | -5.8% |
| 6M | -6.3% | +3.1% | -9.4% | -6.9% |
| YTD | +4.5% | +13.5% | -9.0% | +2.4% |
| 1Y | +1.8% | +32.4% | -30.6% | -2.4% |
| 3Y | +46.8% | +50.0% | -3.2% | +36.1% |
| 5Y | +40.2% | +172.9% | -132.6% | +18.8% |
| All | +125.9% | +450.9% | -324.9% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling