+494.6%
VRTX vs DG
+111.9%
+382.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.4% | -3.0% | +2.6% | +0.2% |
| 30D | +7.9% | +8.6% | -0.7% | +6.1% |
| 3M | +3.3% | +15.0% | -11.8% | +0.4% |
| 6M | +25.7% | +32.7% | -7.0% | +18.5% |
| YTD | +20.7% | +5.5% | +15.2% | +18.7% |
| 1Y | +27.4% | +34.6% | -7.2% | +19.3% |
| 3Y | +46.4% | +24.2% | +22.2% | +33.2% |
| 5Y | +194.3% | -32.3% | +226.6% | +210.3% |
| 10Y | +494.6% | +111.1% | +383.5% | +313.5% |
| All | +494.6% | +111.9% | +382.7% | +313.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling