+493.1%
VRTX vs DAR
+288.2%
+204.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.1% |
| 7D | -0.4% | -2.8% | +2.3% | -0.1% |
| 30D | +8.0% | -12.8% | +20.8% | +9.9% |
| 3M | +11.0% | -11.6% | +22.6% | +12.5% |
| 6M | +28.2% | -16.8% | +44.9% | +30.6% |
| YTD | +21.5% | +45.9% | -24.4% | +13.3% |
| 1Y | +34.5% | +61.5% | -26.9% | +23.4% |
| 3Y | +49.5% | +23.0% | +26.5% | +39.1% |
| 5Y | +188.3% | -35.8% | +224.1% | +195.9% |
| 10Y | +493.1% | +280.4% | +212.7% | +255.5% |
| All | +493.1% | +288.2% | +204.9% | +255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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