+12,036.0%
VRTX vs DD
+1,167.1%
+10,868.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +0.8% | -3.5% | +4.3% | +1.9% |
| 30D | +12.6% | -10.3% | +23.0% | +16.3% |
| 3M | +23.6% | -7.5% | +31.2% | +26.3% |
| 6M | +14.3% | -8.0% | +22.3% | +16.4% |
| YTD | +20.5% | +10.5% | +10.0% | +15.7% |
| 1Y | +37.6% | +38.3% | -0.7% | +22.8% |
| 3Y | +55.5% | +42.5% | +13.1% | +33.9% |
| 5Y | +175.7% | +60.2% | +115.6% | +123.2% |
| 10Y | +474.2% | +68.9% | +405.3% | +323.2% |
| All | +12,036.0% | +1,167.1% | +10,868.9% | +4,513.1% |
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