+172.9%
VRTX vs DGX
+59.5%
+113.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -0.8% |
| 7D | -7.8% | -3.5% | -4.3% | -6.9% |
| 30D | -2.8% | -2.7% | -0.2% | -2.1% |
| 3M | +18.1% | +13.9% | +4.2% | +14.1% |
| 6M | +3.1% | +16.0% | -12.9% | -0.9% |
| YTD | +13.5% | +34.9% | -21.4% | +4.5% |
| 1Y | +32.4% | +30.6% | +1.9% | +22.7% |
| 3Y | +50.0% | +93.0% | -43.0% | +22.2% |
| 5Y | +172.9% | +64.4% | +108.5% | +124.2% |
| All | +172.9% | +59.5% | +113.4% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling