+456.3%
VRTX vs DD
+64.9%
+391.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.9% |
| 7D | -6.4% | -3.8% | -2.6% | -5.6% |
| 30D | -0.5% | -9.2% | +8.7% | +1.7% |
| 3M | +16.9% | -9.0% | +25.9% | +19.3% |
| 6M | +13.1% | -5.0% | +18.0% | +13.8% |
| YTD | +14.9% | +7.4% | +7.6% | +12.2% |
| 1Y | +31.4% | +35.1% | -3.7% | +21.1% |
| 3Y | +51.9% | +43.2% | +8.7% | +35.5% |
| 5Y | +177.1% | +59.6% | +117.4% | +135.3% |
| 10Y | +456.3% | +66.5% | +389.8% | +341.6% |
| All | +456.3% | +64.9% | +391.3% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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