+2,894.9%
DXCM vs VRTX
+5,576.9%
-2,682.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | +6.3% | +12.6% | -6.3% | +2.8% |
| 3M | +21.1% | +23.6% | -2.5% | +13.9% |
| 6M | +20.6% | +14.3% | +6.3% | +15.6% |
| YTD | +32.4% | +20.5% | +12.0% | +25.0% |
| 1Y | +8.8% | +37.6% | -28.7% | -1.2% |
| 3Y | -13.7% | +55.5% | -69.3% | -26.8% |
| 5Y | -35.2% | +175.7% | -210.9% | -53.2% |
| 10Y | +281.8% | +474.2% | -192.4% | +119.8% |
| All | +2,894.9% | +5,576.9% | -2,682.0% | +479.0% |
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