+2,605.6%
DXCM vs VRTX
+5,587.0%
-2,981.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.2% |
| 7D | -3.5% | -2.1% | -1.4% | -2.9% |
| 30D | -5.8% | +8.2% | -14.0% | -7.9% |
| 3M | -4.3% | +13.0% | -17.4% | -7.7% |
| 6M | +31.6% | +27.9% | +3.6% | +22.2% |
| YTD | +19.6% | +20.7% | -1.0% | +12.7% |
| 1Y | +36.9% | +31.4% | +5.4% | +25.8% |
| 3Y | -16.3% | +41.8% | -58.1% | -27.0% |
| 5Y | -50.0% | +183.7% | -233.7% | -64.2% |
| 10Y | +413.2% | +592.9% | -179.7% | +181.7% |
| All | +2,605.6% | +5,587.0% | -2,981.4% | +422.2% |
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