+471.3%
VRTX vs D
+34.8%
+436.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +0.8% | +1.5% | -0.6% | +0.4% |
| 30D | +12.6% | -2.6% | +15.2% | +13.4% |
| 3M | +23.6% | 0.0% | +23.6% | +23.5% |
| 6M | +14.3% | +7.4% | +6.9% | +11.6% |
| YTD | +20.5% | +15.9% | +4.6% | +14.9% |
| 1Y | +37.6% | +18.1% | +19.5% | +30.2% |
| 3Y | +55.5% | +58.4% | -2.8% | +32.2% |
| 5Y | +175.7% | +5.2% | +170.5% | +167.6% |
| All | +471.3% | +34.8% | +436.4% | +440.3% |
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