+37.6%
VRTX vs DG
+23.4%
+14.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.3% |
| 7D | +0.8% | +8.4% | -7.6% | -0.1% |
| 30D | +12.6% | +4.9% | +7.7% | +12.0% |
| 3M | +23.6% | +29.3% | -5.7% | +19.4% |
| 6M | +14.3% | -11.3% | +25.5% | +16.2% |
| YTD | +20.5% | +1.8% | +18.7% | +21.9% |
| 1Y | +37.6% | +25.3% | +12.2% | +37.5% |
| All | +37.6% | +23.4% | +14.2% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling