+470.4%
VRTX vs DE
+762.0%
-291.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | +8.0% | +3.6% | +4.5% | +7.1% |
| 3M | +4.3% | +10.2% | -6.0% | +1.4% |
| 6M | +18.9% | +16.6% | +2.3% | +13.6% |
| YTD | +18.8% | +45.8% | -27.0% | +6.5% |
| 1Y | +24.0% | +43.9% | -19.9% | +11.4% |
| 3Y | +42.1% | +89.6% | -47.5% | +16.6% |
| 5Y | +187.6% | +100.3% | +87.3% | +125.7% |
| All | +470.4% | +762.0% | -291.6% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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