+30.8%
VRTX vs D
+16.2%
+14.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.9% |
| 3M | +11.0% | +2.3% | +8.8% | +10.6% |
| 6M | +28.2% | +12.5% | +15.7% | +27.3% |
| YTD | +21.5% | +20.1% | +1.4% | +23.2% |
| All | +30.8% | +16.2% | +14.6% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling