+12,057.6%
VRTX vs DD
+1,310.8%
+10,746.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -2.1% | +4.6% | -6.7% | -3.7% |
| 30D | +8.2% | +11.8% | -3.6% | +4.3% |
| 3M | +13.0% | +2.2% | +10.9% | +11.7% |
| 6M | +27.9% | -1.6% | +29.6% | +27.6% |
| YTD | +20.7% | +23.0% | -2.3% | +11.8% |
| 1Y | +31.4% | +26.9% | +4.5% | +20.5% |
| 3Y | +41.8% | +77.9% | -36.1% | +13.8% |
| 5Y | +183.7% | +59.9% | +123.8% | +130.1% |
| 10Y | +592.9% | +90.1% | +502.8% | +391.0% |
| All | +12,057.6% | +1,310.8% | +10,746.7% | +4,355.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling