+425.8%
VRTX vs DE
+867.0%
-441.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -7.8% | -2.4% | -5.4% | -7.2% |
| 30D | -2.8% | +9.7% | -12.6% | -5.3% |
| 3M | +18.1% | +21.4% | -3.3% | +12.0% |
| 6M | +3.1% | +15.0% | -11.9% | -1.2% |
| YTD | +13.5% | +46.4% | -32.9% | +1.6% |
| 1Y | +32.4% | +45.6% | -13.2% | +18.6% |
| 3Y | +50.0% | +76.8% | -26.8% | +25.2% |
| 5Y | +172.9% | +99.4% | +73.5% | +113.4% |
| All | +425.8% | +867.0% | -441.2% | +99.8% |
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