+1,250.1%
VRTX vs DG
+631.4%
+618.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +3.2% | +5.2% | -2.0% | +2.1% |
| 30D | +7.4% | +7.9% | -0.5% | +5.6% |
| 3M | +4.6% | +12.7% | -8.1% | +1.8% |
| 6M | +27.5% | +22.4% | +5.0% | +21.4% |
| YTD | +20.9% | +5.4% | +15.4% | +18.6% |
| 1Y | +30.1% | +39.4% | -9.3% | +19.9% |
| 3Y | +46.6% | +24.1% | +22.5% | +32.5% |
| 5Y | +191.6% | -32.2% | +223.7% | +201.5% |
| 10Y | +474.5% | +111.8% | +362.7% | +326.7% |
| All | +1,250.1% | +631.4% | +618.7% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling