+2,637.6%
DXCM vs VRTX
+5,586.4%
-2,948.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -9.2% | -0.4% | -8.8% | -9.1% |
| 30D | -6.5% | +7.9% | -14.4% | -8.5% |
| 3M | -10.3% | +3.3% | -13.5% | -11.2% |
| 6M | +35.4% | +25.7% | +9.7% | +26.4% |
| YTD | +21.1% | +20.7% | +0.4% | +14.0% |
| 1Y | +38.2% | +27.4% | +10.8% | +28.1% |
| 3Y | -14.6% | +46.4% | -61.0% | -26.2% |
| 5Y | -49.6% | +194.3% | -243.9% | -64.2% |
| 10Y | +393.1% | +494.6% | -101.5% | +182.5% |
| All | +2,637.6% | +5,586.4% | -2,948.7% | +428.4% |
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