+1,257.5%
VRTX vs DG
+628.1%
+629.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | +8.0% | +7.4% | +0.6% | +6.3% |
| 3M | +11.0% | +8.5% | +2.5% | +8.9% |
| 6M | +28.2% | +21.9% | +6.3% | +22.2% |
| YTD | +21.5% | +4.9% | +16.6% | +19.3% |
| 1Y | +34.5% | +40.4% | -5.9% | +23.8% |
| 3Y | +49.5% | +23.5% | +26.0% | +35.2% |
| 5Y | +188.3% | -32.3% | +220.6% | +198.1% |
| 10Y | +493.1% | +119.3% | +373.8% | +336.6% |
| All | +1,257.5% | +628.1% | +629.4% | +625.2% |
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