+12,036.0%
VRTX vs DE
+16,354.0%
-4,318.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +0.8% | +10.0% | -9.2% | -2.0% |
| 30D | +12.6% | +13.3% | -0.7% | +8.3% |
| 3M | +23.6% | +17.5% | +6.1% | +17.4% |
| 6M | +14.3% | +13.6% | +0.7% | +9.2% |
| YTD | +20.5% | +49.8% | -29.3% | +5.7% |
| 1Y | +37.6% | +47.9% | -10.3% | +21.0% |
| 3Y | +55.5% | +72.5% | -17.0% | +28.3% |
| 5Y | +175.7% | +90.2% | +85.5% | +114.6% |
| 10Y | +474.2% | +865.4% | -391.2% | +159.2% |
| All | +12,036.0% | +16,354.0% | -4,318.0% | +2,648.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling