+12,036.0%
VRTX vs D
+2,043.8%
+9,992.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +12.6% | -3.6% | +16.2% | +14.1% |
| 3M | +23.6% | -1.0% | +24.6% | +24.0% |
| 6M | +14.3% | +6.3% | +8.0% | +11.3% |
| YTD | +20.5% | +14.7% | +5.8% | +13.9% |
| 1Y | +37.6% | +16.9% | +20.6% | +28.8% |
| 3Y | +55.5% | +56.8% | -1.3% | +27.7% |
| 5Y | +175.7% | +5.2% | +170.5% | +160.5% |
| 10Y | +474.2% | +35.9% | +438.3% | +371.3% |
| All | +12,036.0% | +2,043.8% | +9,992.2% | +4,838.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling