+44.4%
VRTX vs D
+74.4%
-30.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.4% | -2.4% | +2.1% | 0.0% |
| 30D | +7.9% | +9.0% | -1.1% | +6.6% |
| 3M | +3.3% | +1.0% | +2.3% | +3.1% |
| 6M | +25.7% | +11.0% | +14.7% | +23.9% |
| YTD | +20.7% | +19.8% | +0.9% | +17.8% |
| 1Y | +27.4% | +16.0% | +11.5% | +25.0% |
| All | +44.4% | +74.4% | -30.0% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling