+373.3%
DXCM vs VRTX
+487.7%
-114.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -3.6% | 0.0% | -3.7% | -3.7% |
| 30D | -4.3% | +11.8% | -16.1% | -8.0% |
| 3M | -10.4% | +3.2% | -13.6% | -11.6% |
| 6M | +33.1% | +21.0% | +12.1% | +23.7% |
| YTD | +22.6% | +19.7% | +2.9% | +14.0% |
| 1Y | +36.5% | +25.0% | +11.6% | +24.8% |
| 3Y | -13.5% | +45.2% | -58.7% | -29.1% |
| 5Y | -49.6% | +189.7% | -239.4% | -68.7% |
| All | +373.3% | +487.7% | -114.4% | +165.9% |
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