+3,374.1%
VRTX vs DGX
+8,794.8%
-5,420.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.4% | -2.2% | -4.2% | -5.5% |
| 30D | -0.5% | -0.9% | +0.4% | -0.1% |
| 3M | +16.9% | +15.6% | +1.3% | +10.1% |
| 6M | +13.1% | +17.8% | -4.7% | +5.5% |
| YTD | +14.9% | +37.5% | -22.5% | +0.3% |
| 1Y | +31.4% | +31.2% | +0.3% | +16.5% |
| 3Y | +51.9% | +96.6% | -44.7% | +12.1% |
| 5Y | +177.1% | +64.9% | +112.1% | +116.5% |
| 10Y | +456.3% | +254.6% | +201.7% | +201.6% |
| All | +3,374.1% | +8,794.8% | -5,420.6% | +577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling