+464.6%
VRTX vs DG
+108.0%
+356.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.9% | -2.4% |
| 7D | -3.4% | -2.5% | -1.0% | -3.0% |
| 30D | +6.6% | +1.0% | +5.6% | +6.3% |
| 3M | +19.4% | +20.3% | -0.9% | +14.8% |
| 6M | +15.8% | -11.7% | +27.6% | +18.0% |
| YTD | +16.7% | -2.3% | +19.0% | +16.5% |
| 1Y | +33.8% | +20.0% | +13.8% | +27.7% |
| 3Y | +54.2% | +7.2% | +46.9% | +44.6% |
| 5Y | +176.4% | -37.9% | +214.3% | +197.5% |
| All | +464.6% | +108.0% | +356.6% | +255.9% |
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