+470.4%
VRTX vs D
+48.0%
+422.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -1.6% | -1.4% | -0.2% | -1.2% |
| 30D | +8.0% | +7.7% | +0.3% | +5.7% |
| 3M | +4.3% | -0.3% | +4.6% | +4.3% |
| 6M | +18.9% | +10.1% | +8.8% | +15.3% |
| YTD | +18.8% | +19.1% | -0.3% | +12.3% |
| 1Y | +24.0% | +15.9% | +8.0% | +18.0% |
| 3Y | +42.1% | +75.0% | -32.9% | +16.9% |
| 5Y | +187.6% | +13.4% | +174.2% | +172.4% |
| All | +470.4% | +48.0% | +422.4% | +422.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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