+1,640.6%
DVN vs VRTX
+11,492.3%
-9,851.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.0% |
| 7D | -1.3% | -3.4% | +2.1% | -1.0% |
| 30D | +12.6% | +6.6% | +6.0% | +11.8% |
| 3M | +8.1% | +19.4% | -11.3% | +6.0% |
| 6M | +10.2% | +15.8% | -5.7% | +8.0% |
| YTD | +33.8% | +16.7% | +17.1% | +30.9% |
| 1Y | +43.9% | +33.8% | +10.1% | +38.7% |
| 3Y | +1.7% | +54.2% | -52.4% | -4.3% |
| 5Y | +119.6% | +176.4% | -56.8% | +93.1% |
| 10Y | +53.7% | +443.5% | -389.8% | +25.6% |
| All | +1,640.6% | +11,492.3% | -9,851.8% | +922.1% |
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 · 6 months rolling