+493.1%
VRTX vs D
+42.1%
+451.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | +8.0% | +10.7% | -2.7% | +4.9% |
| 3M | +11.0% | +2.3% | +8.8% | +10.2% |
| 6M | +28.2% | +12.5% | +15.7% | +23.6% |
| YTD | +21.5% | +20.1% | +1.4% | +14.6% |
| 1Y | +34.5% | +15.6% | +19.0% | +28.3% |
| 3Y | +49.5% | +75.2% | -25.7% | +23.1% |
| 5Y | +188.3% | +14.6% | +173.7% | +172.2% |
| 10Y | +493.1% | +43.8% | +449.3% | +458.8% |
| All | +493.1% | +42.1% | +451.0% | +458.8% |
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