+1.2%
DUK vs VRTX
+32.7%
-31.4%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.7% | -5.6% | +5.0% | -0.7% |
| 30D | -2.4% | -2.0% | -0.5% | -2.4% |
| 3M | -3.0% | +15.8% | -18.8% | -2.9% |
| 6M | -6.6% | +4.7% | -11.2% | -6.9% |
| YTD | +4.6% | +13.7% | -9.1% | +4.6% |
| 1Y | +1.2% | +29.7% | -28.5% | +3.4% |
| All | +1.2% | +32.7% | -31.4% | +3.4% |
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 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