+12,057.6%
VRTX vs D
+2,133.7%
+9,923.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | -2.1% | +3.0% | -5.1% | -3.1% |
| 30D | +8.2% | +11.5% | -3.3% | +4.0% |
| 3M | +13.0% | +3.7% | +9.3% | +11.4% |
| 6M | +27.9% | +13.5% | +14.4% | +21.7% |
| YTD | +20.7% | +20.7% | -0.1% | +11.9% |
| 1Y | +31.4% | +18.2% | +13.2% | +22.7% |
| 3Y | +41.8% | +73.3% | -31.5% | +12.6% |
| 5Y | +183.7% | +12.3% | +171.4% | +161.8% |
| 10Y | +592.9% | +43.4% | +549.5% | +457.3% |
| All | +12,057.6% | +2,133.7% | +9,923.9% | +4,772.4% |
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