+66.6%
DVN vs VRTX
+450.9%
-384.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.4% |
| 7D | +2.5% | -7.8% | +10.3% | +4.4% |
| 30D | +10.2% | -2.8% | +13.0% | +10.8% |
| 3M | +8.1% | +18.1% | -10.0% | +3.5% |
| 6M | +15.9% | +3.1% | +12.8% | +14.2% |
| YTD | +38.2% | +13.5% | +24.7% | +32.3% |
| 1Y | +44.5% | +32.4% | +12.0% | +32.5% |
| 3Y | +5.1% | +50.0% | -44.9% | -10.2% |
| 5Y | +124.3% | +172.9% | -48.6% | +55.7% |
| All | +66.6% | +450.9% | -384.3% | +7.6% |
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 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