+176.4%
VRTX vs DD
+61.7%
+114.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.1% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | +6.6% | -7.4% | +14.0% | +8.1% |
| 3M | +19.4% | -6.4% | +25.8% | +20.8% |
| 6M | +15.8% | -2.5% | +18.3% | +15.9% |
| YTD | +16.7% | +10.2% | +6.4% | +13.8% |
| 1Y | +33.8% | +36.9% | -3.1% | +24.8% |
| 3Y | +54.2% | +47.0% | +7.2% | +40.1% |
| 5Y | +176.4% | +63.1% | +113.2% | +143.4% |
| All | +176.4% | +61.7% | +114.6% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling