+6.8%
DVN vs VRTX
+51.7%
-45.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | -0.1% | -6.4% | +6.3% | 0.0% |
| 30D | +8.0% | -0.5% | +8.5% | +8.0% |
| 3M | +11.9% | +16.9% | -5.0% | +11.5% |
| 6M | +10.6% | +13.1% | -2.4% | +10.3% |
| YTD | +35.4% | +14.9% | +20.4% | +34.5% |
| 1Y | +46.5% | +31.4% | +15.0% | +43.5% |
| All | +6.8% | +51.7% | -45.0% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling