-48.1%
DXCM vs VRTX
+187.6%
-235.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +4.9% | -1.6% | +6.5% | +5.4% |
| 30D | -0.2% | +8.0% | -8.2% | -2.6% |
| 3M | -8.9% | +4.3% | -13.2% | -10.3% |
| 6M | +42.3% | +18.9% | +23.4% | +34.0% |
| YTD | +25.6% | +18.8% | +6.8% | +17.9% |
| 1Y | +39.5% | +24.0% | +15.6% | +29.0% |
| 3Y | -15.3% | +42.1% | -57.4% | -31.9% |
| All | -48.1% | +187.6% | -235.7% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling