+25.0%
VRTX vs DG
+31.9%
-6.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | +11.8% | +7.7% | +4.1% | +10.4% |
| 3M | +3.2% | +13.1% | -9.9% | +1.2% |
| 6M | +21.0% | +32.0% | -11.0% | +15.4% |
| YTD | +19.7% | +3.3% | +16.4% | +21.2% |
| 1Y | +25.0% | +31.7% | -6.7% | +24.9% |
| All | +25.0% | +31.9% | -6.9% | +24.9% |
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 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